+446.8%
CLS vs IBN
+1,532.9%
-1,086.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | +4.6% | +1.4% | +3.2% | +4.1% |
| 30D | -13.9% | -0.3% | -13.6% | -13.9% |
| 3M | -26.6% | +17.1% | -43.7% | -30.1% |
| 6M | +15.4% | +3.4% | +12.0% | +14.2% |
| YTD | +5.7% | +2.5% | +3.1% | +4.7% |
| 1Y | +41.1% | -4.2% | +45.3% | +42.3% |
| 3Y | +1,228.6% | +32.4% | +1,196.2% | +1,112.0% |
| 5Y | +3,240.6% | +59.2% | +3,181.5% | +2,776.4% |
| 10Y | +2,760.3% | +345.7% | +2,414.7% | +1,658.0% |
| All | +446.8% | +1,532.9% | -1,086.1% | +65.9% |
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