+732.7%
CLS vs IWD
+78.7%
+654.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +1.2% |
| 7D | -22.2% | -0.5% | -21.7% | -21.6% |
| 30D | -44.4% | +2.7% | -47.0% | -47.2% |
| 3M | -34.3% | +0.9% | -35.2% | -35.7% |
| 6M | -50.1% | +10.5% | -60.6% | -58.6% |
| YTD | -30.1% | +23.7% | -53.8% | -52.6% |
| 1Y | -39.3% | +28.7% | -68.1% | -61.3% |
| 3Y | +732.7% | +79.7% | +653.0% | +201.0% |
| All | +732.7% | +78.7% | +654.0% | +201.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling