+1,915.6%
CLS vs WU
-20.5%
+1,936.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.3% | +8.1% | +8.0% |
| 7D | -10.6% | +9.1% | -19.6% | -14.4% |
| 30D | -38.4% | +12.1% | -50.5% | -42.0% |
| 3M | -29.9% | +0.3% | -30.2% | -31.3% |
| 6M | -40.6% | -19.1% | -21.5% | -37.2% |
| YTD | -24.6% | -19.2% | -5.4% | -20.8% |
| 1Y | -30.8% | -15.3% | -15.5% | -29.1% |
| 3Y | +811.7% | -21.3% | +833.1% | +827.6% |
| 5Y | +1,838.4% | -41.7% | +1,880.1% | +2,119.9% |
| 10Y | +1,751.5% | -36.0% | +1,787.5% | +1,900.7% |
| All | +1,915.6% | -20.5% | +1,936.0% | +1,578.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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