+1,979.3%
CLS vs W
+210.4%
+1,768.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +2.0% | +0.8% |
| 7D | -22.2% | -3.6% | -18.6% | -21.8% |
| 30D | -44.4% | +7.0% | -51.3% | -45.2% |
| 3M | -34.3% | +7.4% | -41.7% | -35.5% |
| 6M | -50.1% | +69.3% | -119.4% | -55.3% |
| YTD | -30.1% | +11.3% | -41.4% | -33.0% |
| 1Y | -39.3% | +13.2% | -52.6% | -42.2% |
| 3Y | +732.7% | +142.0% | +590.7% | +569.9% |
| 5Y | +1,777.2% | -54.6% | +1,831.8% | +1,581.0% |
| 10Y | +1,645.6% | +243.7% | +1,401.9% | +1,006.7% |
| All | +1,979.3% | +210.4% | +1,768.9% | +1,244.4% |
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