+3,231.7%
CLS vs ITW
+1,382.4%
+1,849.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.2% |
| 7D | +4.6% | -3.6% | +8.1% | +7.2% |
| 30D | -13.9% | -9.1% | -4.7% | -8.1% |
| 3M | -26.6% | +8.2% | -34.8% | -30.8% |
| 6M | +15.4% | -4.8% | +20.2% | +18.6% |
| YTD | +5.7% | +11.0% | -5.4% | -2.9% |
| 1Y | +41.1% | +4.2% | +36.9% | +34.0% |
| 3Y | +1,228.6% | +17.3% | +1,211.3% | +1,050.3% |
| 5Y | +3,240.6% | +33.0% | +3,207.6% | +2,546.3% |
| 10Y | +2,760.3% | +182.3% | +2,578.0% | +1,243.0% |
| All | +3,231.7% | +1,382.4% | +1,849.3% | +439.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling