+3,596.5%
CLS vs WY
+233.6%
+3,362.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.3% | +6.2% | +6.4% |
| 7D | +10.9% | -4.2% | +15.1% | +13.3% |
| 30D | +2.1% | -10.1% | +12.2% | +7.5% |
| 3M | -10.2% | -8.5% | -1.7% | -7.2% |
| 6M | +30.4% | -3.3% | +33.7% | +30.8% |
| YTD | +17.2% | -4.4% | +21.6% | +17.4% |
| 1Y | +41.0% | -11.5% | +52.5% | +45.7% |
| 3Y | +1,338.0% | -24.3% | +1,362.3% | +1,454.1% |
| 5Y | +3,860.6% | -21.3% | +3,881.9% | +4,068.2% |
| 10Y | +3,160.1% | +7.0% | +3,153.1% | +2,637.8% |
| All | +3,596.5% | +233.6% | +3,362.9% | +1,365.0% |
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