+1,494.6%
CLS vs IR
+342.0%
+1,152.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +4.7% | +3.2% | +5.3% |
| 7D | -10.6% | +5.0% | -15.6% | -12.6% |
| 30D | -38.4% | +10.3% | -48.8% | -41.6% |
| 3M | -29.9% | -0.1% | -29.8% | -29.9% |
| 6M | -40.6% | +14.8% | -55.4% | -45.4% |
| YTD | -24.6% | +9.7% | -34.3% | -29.5% |
| 1Y | -30.8% | +12.2% | -43.0% | -36.0% |
| 3Y | +811.7% | +30.0% | +781.8% | +691.5% |
| 5Y | +1,838.4% | +46.8% | +1,791.6% | +1,456.4% |
| All | +1,494.6% | +342.0% | +1,152.5% | +778.1% |
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