+2,005.0%
CLS vs TW
+41.3%
+1,963.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.7% | +7.8% | +8.3% |
| 7D | +2.8% | +2.8% | -0.1% | +2.1% |
| 30D | -30.1% | +18.1% | -48.1% | -32.9% |
| 3M | -21.7% | +25.2% | -47.0% | -26.2% |
| 6M | -36.2% | +19.1% | -55.4% | -39.6% |
| YTD | -17.8% | +21.9% | -39.7% | -23.7% |
| 1Y | -26.8% | +18.9% | -45.7% | -31.3% |
| 3Y | +853.4% | +41.7% | +811.6% | +717.6% |
| 5Y | +2,005.0% | +40.4% | +1,964.6% | +1,524.8% |
| All | +2,005.0% | +41.3% | +1,963.8% | +1,524.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling