+1,665.7%
CLS vs IAG
+377.5%
+1,288.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.1% |
| 7D | +4.6% | -0.5% | +5.1% | +4.6% |
| 30D | -13.9% | +28.9% | -42.8% | -17.2% |
| 3M | -26.6% | +19.1% | -45.7% | -28.6% |
| 6M | +15.4% | -10.3% | +25.7% | +16.4% |
| YTD | +5.7% | +24.2% | -18.5% | +1.6% |
| 1Y | +41.1% | +116.5% | -75.4% | +26.0% |
| 3Y | +1,228.6% | +742.8% | +485.8% | +868.1% |
| 5Y | +3,240.6% | +753.3% | +2,487.3% | +2,223.5% |
| 10Y | +2,760.3% | +403.2% | +2,357.2% | +1,846.9% |
| All | +1,665.7% | +377.5% | +1,288.2% | +895.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling