-29.6%
CLS vs IBN
+4.2%
-33.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +3.8% | -12.8% | -9.6% |
| 7D | -21.1% | +8.9% | -30.1% | -22.7% |
| 30D | -38.2% | +12.6% | -50.9% | -40.4% |
| 3M | -36.3% | +3.1% | -39.4% | -36.5% |
| 6M | -43.8% | +20.6% | -64.4% | -48.4% |
| YTD | -20.0% | +5.8% | -25.8% | -24.5% |
| 1Y | -29.6% | +3.7% | -33.3% | -34.6% |
| All | -29.6% | +4.2% | -33.8% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 1y: compounded portfolio wealth divided by compounded IBN 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…
1y analysis · Full analysis span regression · 6 months rolling