+1,717.1%
CLS vs IR
+334.1%
+1,383.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.4% |
| 7D | +23.5% | +4.2% | +19.3% | +20.8% |
| 30D | -28.9% | +8.1% | -37.0% | -31.8% |
| 3M | -25.2% | +0.7% | -25.8% | -25.5% |
| 6M | -32.1% | +16.6% | -48.7% | -38.1% |
| YTD | -14.1% | +7.8% | -21.8% | -18.9% |
| 1Y | -24.1% | +9.9% | -34.0% | -29.0% |
| 3Y | +897.0% | +25.2% | +871.8% | +782.2% |
| 5Y | +2,089.9% | +46.8% | +2,043.2% | +1,661.2% |
| All | +1,717.1% | +334.1% | +1,383.0% | +910.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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