+1,914.6%
CLS vs IT
+90.0%
+1,824.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -5.6% |
| 7D | +16.3% | +1.1% | +15.2% | +15.9% |
| 30D | -25.7% | -1.8% | -23.8% | -26.5% |
| 3M | -30.9% | +4.8% | -35.7% | -34.1% |
| 6M | -35.5% | +33.0% | -68.5% | -45.5% |
| YTD | -18.7% | -23.8% | +5.1% | -15.8% |
| 1Y | -17.9% | -16.5% | -1.4% | -19.0% |
| 3Y | +838.1% | -53.6% | +891.7% | +1,108.4% |
| 5Y | +1,971.9% | -42.1% | +2,014.0% | +2,210.7% |
| All | +1,914.6% | +90.0% | +1,824.6% | +1,087.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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