+732.7%
CLS vs IT
-51.0%
+783.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +0.6% |
| 7D | -22.2% | -16.9% | -5.3% | -22.1% |
| 30D | -44.4% | +2.3% | -46.7% | -44.9% |
| 3M | -34.3% | +2.9% | -37.1% | -35.1% |
| 6M | -50.1% | +25.9% | -75.9% | -51.6% |
| YTD | -30.1% | -24.6% | -5.4% | -23.5% |
| 1Y | -39.3% | -16.0% | -23.3% | -36.4% |
| 3Y | +732.7% | -51.6% | +784.3% | +1,090.8% |
| All | +732.7% | -51.0% | +783.7% | +1,090.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling