+2,491.1%
CLS vs IT
+509.1%
+1,982.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.2% | +6.3% | +7.7% |
| 7D | +2.8% | -6.8% | +9.6% | +5.6% |
| 30D | -30.1% | -0.6% | -29.5% | -31.1% |
| 3M | -21.7% | +3.1% | -24.8% | -25.3% |
| 6M | -36.2% | +25.5% | -61.7% | -45.5% |
| YTD | -17.8% | -23.5% | +5.7% | -17.9% |
| 1Y | -26.8% | -16.6% | -10.2% | -29.6% |
| 3Y | +853.4% | -53.1% | +906.5% | +1,022.5% |
| 5Y | +2,005.0% | -41.4% | +2,046.5% | +2,139.6% |
| 10Y | +1,929.4% | +90.9% | +1,838.5% | +1,205.5% |
| All | +2,491.1% | +509.1% | +1,982.1% | +661.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling