+15.4%
CLS vs IP
-8.6%
+24.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.5% |
| 7D | +4.6% | -5.3% | +9.8% | +5.2% |
| 30D | -13.9% | -10.9% | -3.0% | -12.8% |
| 3M | -26.6% | +11.2% | -37.7% | -26.5% |
| 6M | +15.4% | -10.2% | +25.6% | +28.4% |
| All | +15.4% | -8.6% | +24.0% | +28.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling