+3,154.0%
CLS vs WY
+7.6%
+3,146.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.3% | +6.2% | +6.4% |
| 7D | +10.9% | -4.2% | +15.1% | +13.2% |
| 30D | +2.1% | -10.1% | +12.2% | +7.3% |
| 3M | -10.2% | -8.5% | -1.7% | -7.3% |
| 6M | +30.4% | -3.3% | +33.7% | +30.7% |
| YTD | +17.2% | -4.4% | +21.6% | +17.3% |
| 1Y | +41.0% | -11.5% | +52.5% | +45.7% |
| 3Y | +1,338.0% | -24.3% | +1,362.3% | +1,454.2% |
| 5Y | +3,860.6% | -21.3% | +3,881.9% | +4,062.2% |
| All | +3,154.0% | +7.6% | +3,146.4% | +2,705.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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