+1,312.5%
CLS vs TW
+21.9%
+1,290.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.0% | +8.7% | +6.0% |
| 7D | +12.8% | -3.5% | +16.3% | +13.3% |
| 30D | +3.8% | +0.5% | +3.3% | +3.7% |
| 3M | -14.6% | +4.9% | -19.6% | -16.2% |
| 6M | +32.2% | -17.1% | +49.3% | +38.1% |
| YTD | +11.6% | -3.9% | +15.5% | +10.6% |
| 1Y | +35.1% | -13.3% | +48.3% | +38.7% |
| 3Y | +1,312.5% | +20.9% | +1,291.6% | +1,373.4% |
| All | +1,312.5% | +21.9% | +1,290.6% | +1,373.4% |
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