+2,755.1%
CLS vs IP
+23.2%
+2,731.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | -0.2% |
| 7D | +4.6% | -5.3% | +9.8% | +7.1% |
| 30D | -13.9% | -10.9% | -3.0% | -9.4% |
| 3M | -26.6% | +11.2% | -37.7% | -31.0% |
| 6M | +15.4% | -10.2% | +25.6% | +18.2% |
| YTD | +5.7% | -2.0% | +7.6% | +2.7% |
| 1Y | +41.1% | -19.1% | +60.2% | +48.8% |
| 3Y | +1,228.6% | +20.9% | +1,207.7% | +978.2% |
| 5Y | +3,240.6% | -17.8% | +3,258.5% | +3,230.4% |
| All | +2,755.1% | +23.2% | +2,731.9% | +2,105.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling