+848.2%
CLS vs IBB
+91.0%
+757.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.4% | +8.1% | +8.1% |
| 7D | +2.8% | -1.4% | +4.1% | +4.4% |
| 30D | -30.1% | +6.8% | -36.9% | -33.3% |
| 3M | -21.7% | +9.2% | -31.0% | -27.6% |
| 6M | -36.2% | +28.3% | -64.6% | -49.4% |
| YTD | -17.8% | +29.4% | -47.2% | -35.3% |
| 1Y | -26.8% | +33.2% | -60.0% | -43.4% |
| All | +848.2% | +91.0% | +757.1% | +444.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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