-29.6%
CLS vs IAG
+56.5%
-86.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +10.2% | -19.3% | -13.2% |
| 7D | -21.1% | +1.1% | -22.2% | -21.9% |
| 30D | -38.2% | -5.3% | -33.0% | -36.9% |
| 3M | -36.3% | +18.0% | -54.3% | -41.6% |
| 6M | -43.8% | +7.1% | -50.9% | -46.9% |
| YTD | -20.0% | +5.9% | -26.0% | -28.2% |
| 1Y | -29.6% | +59.4% | -89.0% | -59.8% |
| All | -29.6% | +56.5% | -86.1% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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