+732.7%
CLS vs WAB
+157.8%
+574.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -1.4% |
| 7D | -22.2% | +1.4% | -23.6% | -23.1% |
| 30D | -44.4% | +0.4% | -44.8% | -44.2% |
| 3M | -34.3% | -3.8% | -30.4% | -31.2% |
| 6M | -50.1% | +5.1% | -55.1% | -52.4% |
| YTD | -30.1% | +33.3% | -63.4% | -48.8% |
| 1Y | -39.3% | +39.8% | -79.2% | -57.6% |
| 3Y | +732.7% | +161.1% | +571.7% | +245.1% |
| All | +732.7% | +157.8% | +574.9% | +245.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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