+3,038.3%
CLS vs IT
+88.4%
+2,949.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.7% |
| 7D | +20.1% | -9.1% | +29.2% | +23.8% |
| 30D | +6.0% | -12.2% | +18.2% | +10.1% |
| 3M | -10.3% | +7.8% | -18.1% | -15.4% |
| 6M | +24.5% | +2.0% | +22.5% | +17.5% |
| YTD | +12.9% | -32.7% | +45.6% | +25.0% |
| 1Y | +36.7% | -31.1% | +67.8% | +46.9% |
| 3Y | +1,328.1% | -52.1% | +1,380.2% | +1,697.4% |
| 5Y | +3,682.3% | -46.3% | +3,728.6% | +4,298.2% |
| 10Y | +3,038.3% | +91.4% | +2,946.9% | +2,023.5% |
| All | +3,038.3% | +88.4% | +2,949.8% | +2,023.5% |
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