+3,860.6%
CLS vs IBKR
+495.5%
+3,365.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.2% | +4.4% | +5.0% |
| 7D | +10.9% | -1.3% | +12.3% | +12.0% |
| 30D | +2.1% | -0.2% | +2.3% | +2.2% |
| 3M | -10.2% | +3.0% | -13.1% | -11.7% |
| 6M | +30.4% | +33.9% | -3.5% | +8.1% |
| YTD | +17.2% | +42.5% | -25.3% | -8.2% |
| 1Y | +41.0% | +44.9% | -3.8% | +10.7% |
| 3Y | +1,338.0% | +293.0% | +1,045.0% | +578.9% |
| All | +3,860.6% | +495.5% | +3,365.1% | +1,298.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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