+7.0%
WMT vs CLS
+47.9%
-40.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.1% |
| 7D | +3.9% | +4.6% | -0.6% | +4.1% |
| 30D | -4.4% | -13.9% | +9.5% | -5.0% |
| 3M | -8.8% | -26.6% | +17.8% | -9.7% |
| 6M | -15.6% | +15.4% | -31.1% | -14.8% |
| YTD | -3.2% | +5.7% | -8.9% | -2.4% |
| 1Y | +7.0% | +41.1% | -34.1% | +12.4% |
| All | +7.0% | +47.9% | -40.8% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling