+1,980.9%
CLS vs WM
+61.9%
+1,919.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | +16.3% | +3.2% | +13.1% | +16.9% |
| 30D | -25.7% | +13.0% | -38.7% | -24.5% |
| 3M | -30.9% | +9.2% | -40.1% | -29.8% |
| 6M | -35.5% | +13.6% | -49.1% | -35.0% |
| YTD | -18.7% | +12.4% | -31.1% | -18.1% |
| 1Y | -17.9% | +21.2% | -39.1% | -18.6% |
| 3Y | +838.1% | +48.7% | +789.4% | +739.2% |
| All | +1,980.9% | +61.9% | +1,919.0% | +1,689.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling