+1,997.5%
GLW vs CLS
+3,265.4%
-1,267.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.8% | +4.9% | +5.4% |
| 7D | +3.8% | +4.6% | -0.8% | +1.7% |
| 30D | -1.3% | -13.9% | +12.6% | +3.4% |
| 3M | -21.8% | -26.6% | +4.8% | -13.2% |
| 6M | +6.9% | +15.4% | -8.5% | -0.5% |
| YTD | +77.2% | +5.7% | +71.5% | +68.8% |
| 1Y | +123.2% | +41.1% | +82.1% | +86.4% |
| 3Y | +400.0% | +1,228.6% | -828.6% | +54.1% |
| 5Y | +342.8% | +3,240.6% | -2,897.8% | -10.6% |
| 10Y | +771.4% | +2,760.3% | -1,989.0% | +65.1% |
| All | +1,997.5% | +3,265.4% | -1,267.9% | +205.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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