+3,347.6%
CLS vs IBN
+60.8%
+3,286.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.2% |
| 7D | +4.6% | +1.4% | +3.2% | +3.7% |
| 30D | -13.9% | -0.3% | -13.6% | -13.9% |
| 3M | -26.6% | +17.1% | -43.7% | -32.7% |
| 6M | +15.4% | +3.4% | +12.0% | +13.0% |
| YTD | +5.7% | +2.5% | +3.1% | +3.6% |
| 1Y | +41.1% | -4.2% | +45.3% | +42.6% |
| 3Y | +1,228.6% | +32.4% | +1,196.2% | +1,003.8% |
| All | +3,347.6% | +60.8% | +3,286.8% | +2,372.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling