+1,312.5%
CLS vs WY
-23.0%
+1,335.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.4% | +7.1% | +5.8% |
| 7D | +12.8% | -2.1% | +14.8% | +13.1% |
| 30D | +3.8% | -10.5% | +14.3% | +5.5% |
| 3M | -14.6% | -4.9% | -9.8% | -14.1% |
| 6M | +32.2% | -4.9% | +37.2% | +32.8% |
| YTD | +11.6% | -1.7% | +13.3% | +11.0% |
| 1Y | +35.1% | -9.4% | +44.4% | +37.3% |
| 3Y | +1,312.5% | -22.3% | +1,334.8% | +1,400.1% |
| All | +1,312.5% | -23.0% | +1,335.5% | +1,400.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling