-43.3%
CLS vs IWD
+0.6%
-43.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -2.6% | -10.4% | -12.1% |
| 7D | -27.3% | -0.9% | -26.4% | -24.3% |
| 30D | -47.0% | +2.6% | -49.7% | -45.1% |
| 3M | -43.3% | +1.2% | -44.6% | -41.7% |
| All | -43.3% | +0.6% | -43.9% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 3mo: compounded portfolio wealth divided by compounded IWD 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…
3mo analysis · Full analysis span regression · Available span rolling