+1,312.5%
CLS vs WCN
+19.6%
+1,292.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.0% | +6.7% | +5.5% |
| 7D | +12.8% | -0.4% | +13.2% | +12.7% |
| 30D | +3.8% | -2.1% | +5.9% | +3.6% |
| 3M | -14.6% | +6.4% | -21.0% | -15.4% |
| 6M | +32.2% | -3.7% | +35.9% | +33.9% |
| YTD | +11.6% | -6.4% | +18.0% | +14.1% |
| 1Y | +35.1% | -7.9% | +43.0% | +38.9% |
| 3Y | +1,312.5% | +20.8% | +1,291.7% | +1,028.7% |
| All | +1,312.5% | +19.6% | +1,292.9% | +1,028.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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