+3,269.5%
CLS vs IP
-17.2%
+3,286.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | 0.0% |
| 7D | +4.6% | -5.3% | +9.8% | +6.7% |
| 30D | -13.9% | -10.9% | -3.0% | -10.2% |
| 3M | -26.6% | +11.2% | -37.7% | -30.1% |
| 6M | +15.4% | -10.2% | +25.6% | +18.7% |
| YTD | +5.7% | -2.0% | +7.6% | +3.7% |
| 1Y | +41.1% | -19.1% | +60.2% | +49.8% |
| 3Y | +1,228.6% | +20.9% | +1,207.7% | +981.6% |
| All | +3,269.5% | -17.2% | +3,286.7% | +3,590.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling