+3,860.6%
CLS vs ITW
+36.9%
+3,823.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.1% | +5.4% | +5.9% |
| 7D | +10.9% | -0.7% | +11.7% | +11.4% |
| 30D | +2.1% | -8.3% | +10.4% | +7.7% |
| 3M | -10.2% | +6.0% | -16.2% | -14.0% |
| 6M | +30.4% | 0.0% | +30.4% | +29.5% |
| YTD | +17.2% | +10.2% | +7.0% | +8.3% |
| 1Y | +41.0% | +3.2% | +37.8% | +35.4% |
| 3Y | +1,338.0% | +21.0% | +1,317.0% | +1,085.5% |
| All | +3,860.6% | +36.9% | +3,823.7% | +2,700.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling