+290.2%
CLS vs IBN
+1,756.6%
-1,466.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.7% | +6.2% | +7.4% |
| 7D | -10.6% | +14.6% | -25.2% | -14.4% |
| 30D | -38.4% | +23.5% | -62.0% | -42.6% |
| 3M | -29.9% | +14.0% | -43.9% | -33.1% |
| 6M | -40.6% | +31.1% | -71.8% | -45.8% |
| YTD | -24.6% | +16.6% | -41.2% | -28.6% |
| 1Y | -30.8% | +14.9% | -45.7% | -34.2% |
| 3Y | +811.7% | +56.9% | +754.9% | +685.3% |
| 5Y | +1,838.4% | +69.7% | +1,768.8% | +1,529.1% |
| 10Y | +1,751.5% | +365.4% | +1,386.1% | +1,018.8% |
| All | +290.2% | +1,756.6% | -1,466.3% | +13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling