+3,269.5%
CLS vs W
-63.2%
+3,332.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.2% |
| 7D | +4.6% | -4.2% | +8.7% | +5.6% |
| 30D | -13.9% | -7.6% | -6.3% | -12.3% |
| 3M | -26.6% | +37.2% | -63.7% | -32.8% |
| 6M | +15.4% | +26.3% | -10.9% | +6.9% |
| YTD | +5.7% | -1.0% | +6.6% | +3.1% |
| 1Y | +41.1% | +20.1% | +21.0% | +30.8% |
| 3Y | +1,228.6% | +37.8% | +1,190.8% | +986.5% |
| All | +3,269.5% | -63.2% | +3,332.6% | +2,754.6% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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