+2,093.5%
CLS vs IP
+126.0%
+1,967.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -4.0% | -9.1% | -11.3% |
| 7D | -27.3% | -5.0% | -22.3% | -25.6% |
| 30D | -47.0% | +6.5% | -53.6% | -48.7% |
| 3M | -43.3% | -18.0% | -25.3% | -38.5% |
| 6M | -50.8% | +10.3% | -61.1% | -53.9% |
| YTD | -30.4% | -9.9% | -20.6% | -30.4% |
| 1Y | -41.7% | -1.1% | -40.6% | -44.3% |
| 3Y | +701.4% | +13.0% | +688.4% | +585.5% |
| 5Y | +1,767.8% | -12.3% | +1,780.0% | +1,693.5% |
| 10Y | +1,636.8% | +26.8% | +1,610.0% | +1,254.2% |
| All | +2,093.5% | +126.0% | +1,967.5% | +883.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling