+2,463.6%
CLS vs WY
+214.7%
+2,248.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.1% | -6.2% |
| 7D | +16.3% | -0.8% | +17.1% | +16.7% |
| 30D | -25.7% | +10.1% | -35.8% | -30.3% |
| 3M | -30.9% | -15.4% | -15.5% | -26.5% |
| 6M | -35.5% | -8.3% | -27.2% | -35.0% |
| YTD | -18.7% | -9.8% | -8.9% | -17.9% |
| 1Y | -17.9% | -3.9% | -14.0% | -20.0% |
| 3Y | +838.1% | -23.3% | +861.4% | +885.9% |
| 5Y | +1,971.9% | -31.2% | +2,003.1% | +2,189.4% |
| 10Y | +1,907.9% | +5.5% | +1,902.3% | +1,568.2% |
| All | +2,463.6% | +214.7% | +2,248.9% | +924.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling