+2,029.3%
CLS vs WM
+331.3%
+1,698.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +3.0% | +4.1% |
| 7D | +23.5% | +1.2% | +22.4% | +23.2% |
| 30D | -28.9% | +15.2% | -44.2% | -32.6% |
| 3M | -25.2% | +8.3% | -33.5% | -27.7% |
| 6M | -32.1% | +13.1% | -45.2% | -36.6% |
| YTD | -14.1% | +12.5% | -26.6% | -20.1% |
| 1Y | -24.1% | +21.8% | -45.9% | -32.3% |
| 3Y | +897.0% | +48.8% | +848.2% | +658.4% |
| 5Y | +2,089.9% | +62.1% | +2,027.8% | +1,450.6% |
| All | +2,029.3% | +331.3% | +1,698.1% | +875.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling