+811.7%
CLS vs IBB
+86.3%
+725.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.8% | +5.1% | +5.6% |
| 7D | -10.6% | +2.7% | -13.3% | -12.2% |
| 30D | -38.4% | +6.3% | -44.8% | -41.1% |
| 3M | -29.9% | +11.1% | -40.9% | -36.1% |
| 6M | -40.6% | +29.2% | -69.9% | -53.2% |
| YTD | -24.6% | +30.2% | -54.8% | -40.9% |
| 1Y | -30.8% | +39.5% | -70.3% | -48.7% |
| 3Y | +811.7% | +92.3% | +719.4% | +417.5% |
| All | +811.7% | +86.3% | +725.4% | +417.5% |
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