+3,042.4%
CLS vs W
+176.2%
+2,866.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.4% |
| 7D | +4.6% | -4.2% | +8.7% | +5.4% |
| 30D | -13.9% | -7.6% | -6.3% | -12.7% |
| 3M | -26.6% | +37.2% | -63.7% | -31.2% |
| 6M | +15.4% | +26.3% | -10.9% | +9.1% |
| YTD | +5.7% | -1.0% | +6.6% | +3.9% |
| 1Y | +41.1% | +20.1% | +21.0% | +33.6% |
| 3Y | +1,228.6% | +37.8% | +1,190.8% | +1,060.0% |
| 5Y | +3,240.6% | -63.7% | +3,304.3% | +3,003.9% |
| 10Y | +2,760.3% | +156.3% | +2,604.0% | +1,779.7% |
| All | +3,042.4% | +176.2% | +2,866.2% | +1,985.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling