+1,312.5%
CLS vs IAG
+797.8%
+514.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.8% | +7.4% | +6.1% |
| 7D | +12.8% | +4.3% | +8.5% | +11.5% |
| 30D | +3.8% | +9.8% | -6.0% | +1.1% |
| 3M | -14.6% | +28.9% | -43.5% | -20.8% |
| 6M | +32.2% | -7.6% | +39.8% | +32.3% |
| YTD | +11.6% | +22.0% | -10.3% | +4.7% |
| 1Y | +35.1% | +99.5% | -64.5% | +15.5% |
| 3Y | +1,312.5% | +818.3% | +494.3% | +924.9% |
| All | +1,312.5% | +797.8% | +514.8% | +924.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling