+3,682.3%
CLS vs WY
-20.4%
+3,702.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | +20.1% | -1.7% | +21.8% | +20.8% |
| 30D | +6.0% | -9.9% | +15.9% | +10.2% |
| 3M | -10.3% | -7.5% | -2.8% | -8.2% |
| 6M | +24.5% | -5.1% | +29.6% | +25.7% |
| YTD | +12.9% | -2.1% | +15.0% | +11.7% |
| 1Y | +36.7% | -7.3% | +44.0% | +38.1% |
| 3Y | +1,328.1% | -22.6% | +1,350.7% | +1,424.3% |
| 5Y | +3,682.3% | -19.8% | +3,702.1% | +3,538.3% |
| All | +3,682.3% | -20.4% | +3,702.7% | +3,538.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling