-29.6%
CLS vs WETO
-99.3%
+69.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +11.4% | -20.4% | -8.9% |
| 7D | -21.1% | +3.6% | -24.7% | -21.1% |
| 30D | -38.2% | -17.2% | -21.0% | -38.2% |
| 3M | -36.3% | -83.7% | +47.4% | -35.1% |
| 6M | -43.8% | -98.3% | +54.4% | -39.0% |
| YTD | -20.0% | -99.0% | +79.0% | -18.5% |
| 1Y | -29.6% | -99.4% | +69.8% | -36.0% |
| All | -29.6% | -99.3% | +69.7% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling