+3,231.7%
CLS vs IT
+488.3%
+2,743.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.4% | +2.5% |
| 7D | +4.6% | -6.0% | +10.6% | +7.1% |
| 30D | -13.9% | 0.0% | -13.9% | -14.3% |
| 3M | -26.6% | +13.1% | -39.6% | -32.3% |
| 6M | +15.4% | +11.7% | +3.7% | +4.7% |
| YTD | +5.7% | -26.1% | +31.8% | +10.2% |
| 1Y | +41.1% | -21.3% | +62.4% | +41.4% |
| 3Y | +1,228.6% | -46.7% | +1,275.3% | +1,423.6% |
| 5Y | +3,240.6% | -40.5% | +3,281.1% | +3,537.3% |
| 10Y | +2,760.3% | +103.9% | +2,656.5% | +1,743.5% |
| All | +3,231.7% | +488.3% | +2,743.4% | +922.2% |
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