+15.4%
CLS vs IBN
+3.3%
+12.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.2% |
| 7D | +4.6% | +1.4% | +3.2% | +3.6% |
| 30D | -13.9% | -0.3% | -13.6% | -13.8% |
| 3M | -26.6% | +17.1% | -43.7% | -34.7% |
| 6M | +15.4% | +3.4% | +12.0% | +26.2% |
| All | +15.4% | +3.3% | +12.2% | +26.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling