-17.9%
CLS vs IAG
+19.6%
-37.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.4% | -5.8% |
| 7D | +16.3% | -7.7% | +24.0% | +19.5% |
| 30D | -25.7% | +1.6% | -27.2% | -26.7% |
| 3M | -30.9% | -2.4% | -28.4% | -31.0% |
| 6M | -35.5% | -7.8% | -27.7% | -35.0% |
| YTD | -18.7% | +5.0% | -23.7% | -26.2% |
| 1Y | -17.9% | +25.7% | -43.6% | -40.9% |
| All | -17.9% | +19.6% | -37.5% | -40.9% |
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