+2,104.6%
CLS vs IT
+499.9%
+1,604.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +2.0% |
| 7D | -22.2% | -16.9% | -5.3% | -17.4% |
| 30D | -44.4% | +2.3% | -46.7% | -45.9% |
| 3M | -34.3% | +2.9% | -37.1% | -37.3% |
| 6M | -50.1% | +25.9% | -75.9% | -57.5% |
| YTD | -30.1% | -24.6% | -5.4% | -29.8% |
| 1Y | -39.3% | -16.0% | -23.3% | -42.0% |
| 3Y | +732.7% | -51.6% | +784.3% | +866.5% |
| 5Y | +1,777.2% | -42.6% | +1,819.9% | +1,911.8% |
| 10Y | +1,645.6% | +103.6% | +1,542.1% | +994.5% |
| All | +2,104.6% | +499.9% | +1,604.7% | +550.8% |
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 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