+732.7%
CLS vs IP
+13.9%
+718.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | -22.2% | -5.1% | -17.1% | -21.3% |
| 30D | -44.4% | +8.5% | -52.9% | -45.5% |
| 3M | -34.3% | -13.8% | -20.5% | -32.3% |
| 6M | -50.1% | +5.7% | -55.8% | -51.0% |
| YTD | -30.1% | -9.1% | -21.0% | -29.3% |
| 1Y | -39.3% | -0.8% | -38.5% | -40.3% |
| 3Y | +732.7% | +14.8% | +717.9% | +796.1% |
| All | +732.7% | +13.9% | +718.8% | +796.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling