+838.1%
CLS vs TW
+44.1%
+794.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -5.4% |
| 7D | +16.3% | +3.9% | +12.4% | +16.0% |
| 30D | -25.7% | +19.9% | -45.6% | -26.8% |
| 3M | -30.9% | +25.9% | -56.8% | -32.4% |
| 6M | -35.5% | +21.1% | -56.6% | -36.6% |
| YTD | -18.7% | +23.9% | -42.6% | -21.5% |
| 1Y | -17.9% | +21.2% | -39.1% | -20.1% |
| 3Y | +838.1% | +44.8% | +793.3% | +766.2% |
| All | +838.1% | +44.1% | +794.0% | +766.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling