-29.6%
CLS vs IP
+2.3%
-31.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +1.5% | -10.6% | -9.2% |
| 7D | -21.1% | +3.4% | -24.5% | -21.5% |
| 30D | -38.2% | +11.2% | -49.5% | -39.0% |
| 3M | -36.3% | -14.8% | -21.5% | -35.1% |
| 6M | -43.8% | +17.3% | -61.1% | -44.4% |
| YTD | -20.0% | -6.2% | -13.9% | -17.9% |
| 1Y | -29.6% | +2.3% | -31.9% | -28.8% |
| All | -29.6% | +2.3% | -31.9% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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