+1,284.2%
CLS vs ITW
+18.4%
+1,265.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.8% |
| 7D | +20.1% | -1.9% | +22.0% | +21.1% |
| 30D | +6.0% | -10.4% | +16.4% | +10.9% |
| 3M | -10.3% | +3.5% | -13.8% | -11.9% |
| 6M | +24.5% | -3.4% | +27.9% | +25.6% |
| YTD | +12.9% | +8.5% | +4.3% | +7.6% |
| 1Y | +36.7% | +3.2% | +33.4% | +33.4% |
| All | +1,284.2% | +18.4% | +1,265.9% | +1,021.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling