+1,697.2%
CLS vs IAG
+505.2%
+1,192.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.2% | -6.7% | -1.0% |
| 7D | -22.2% | +21.4% | -43.6% | -25.7% |
| 30D | -44.4% | +4.0% | -48.4% | -44.9% |
| 3M | -34.3% | +17.0% | -51.3% | -36.8% |
| 6M | -50.1% | +1.4% | -51.5% | -50.7% |
| YTD | -30.1% | +13.8% | -43.8% | -32.8% |
| 1Y | -39.3% | +55.8% | -95.2% | -44.7% |
| 3Y | +732.7% | +647.4% | +85.3% | +488.0% |
| All | +1,697.2% | +505.2% | +1,192.1% | +1,087.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling