+2,134.3%
CLS vs IR
+288.5%
+1,845.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.1% |
| 7D | +4.6% | -2.8% | +7.4% | +6.2% |
| 30D | -13.9% | -15.1% | +1.2% | -5.7% |
| 3M | -26.6% | +6.1% | -32.6% | -29.4% |
| 6M | +15.4% | -16.8% | +32.2% | +27.1% |
| YTD | +5.7% | -3.5% | +9.2% | +6.1% |
| 1Y | +41.1% | -3.5% | +44.6% | +41.1% |
| 3Y | +1,228.6% | +9.5% | +1,219.1% | +1,163.1% |
| 5Y | +3,240.6% | +45.1% | +3,195.6% | +2,628.7% |
| All | +2,134.3% | +288.5% | +1,845.7% | +1,220.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling