-29.6%
CLS vs ITW
+24.0%
-53.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +2.4% | -11.4% | -9.1% |
| 7D | -21.1% | +6.3% | -27.4% | -21.4% |
| 30D | -38.2% | +11.1% | -49.3% | -38.9% |
| 3M | -36.3% | +0.1% | -36.4% | -36.0% |
| 6M | -43.8% | +18.1% | -61.9% | -44.9% |
| YTD | -20.0% | +21.4% | -41.4% | -18.7% |
| 1Y | -29.6% | +22.9% | -52.5% | -25.0% |
| All | -29.6% | +24.0% | -53.6% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 1y: compounded portfolio wealth divided by compounded ITW 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…
1y analysis · Full analysis span regression · 6 months rolling