+1,312.5%
CLS vs IT
-51.4%
+1,363.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -7.4% | +13.1% | +6.3% |
| 7D | +12.8% | -9.1% | +21.9% | +13.7% |
| 30D | +3.8% | -7.0% | +10.8% | +4.3% |
| 3M | -14.6% | +7.6% | -22.3% | -15.2% |
| 6M | +32.2% | +2.1% | +30.1% | +32.2% |
| YTD | +11.6% | -31.6% | +43.2% | +23.6% |
| 1Y | +35.1% | -29.9% | +65.0% | +46.4% |
| 3Y | +1,312.5% | -51.3% | +1,363.8% | +1,865.6% |
| All | +1,312.5% | -51.4% | +1,363.9% | +1,865.6% |
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