+778.7%
CLS vs IWD
+85.4%
+693.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -13.9% | +1.6% | -15.4% | -16.2% |
| 30D | -38.2% | +3.6% | -41.8% | -42.1% |
| 3M | -28.8% | +2.0% | -30.9% | -31.6% |
| 6M | -40.4% | +13.1% | -53.4% | -52.5% |
| YTD | -24.3% | +26.2% | -50.5% | -50.3% |
| 1Y | -35.0% | +29.6% | -64.6% | -59.0% |
| 3Y | +778.7% | +84.3% | +694.4% | +205.3% |
| All | +778.7% | +85.4% | +693.3% | +205.3% |
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