+2,093.5%
CLS vs WM
+809.5%
+1,284.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | +1.2% | -14.2% | -13.5% |
| 7D | -27.3% | +4.5% | -31.8% | -28.7% |
| 30D | -47.0% | +16.1% | -63.1% | -50.6% |
| 3M | -43.3% | +8.0% | -51.3% | -45.8% |
| 6M | -50.8% | +8.4% | -59.2% | -53.7% |
| YTD | -30.4% | +11.2% | -41.7% | -35.6% |
| 1Y | -41.7% | +22.3% | -64.0% | -48.3% |
| 3Y | +701.4% | +50.2% | +651.2% | +534.8% |
| 5Y | +1,767.8% | +63.3% | +1,704.5% | +1,312.0% |
| 10Y | +1,636.8% | +355.0% | +1,281.8% | +758.8% |
| All | +2,093.5% | +809.5% | +1,284.0% | +581.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling