+18.9%
IWM vs CLS
-28.7%
+47.7%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -9.1% | +10.6% | +2.5% |
| 7D | +1.0% | -21.1% | +22.1% | +3.5% |
| 30D | +0.2% | -38.2% | +38.4% | +5.3% |
| 3M | -5.6% | -36.3% | +30.7% | -1.5% |
| 6M | +2.7% | -43.8% | +46.5% | +8.0% |
| YTD | +16.2% | -20.0% | +36.2% | +14.6% |
| 1Y | +18.9% | -29.6% | +48.5% | +18.8% |
| All | +18.9% | -28.7% | +47.7% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 1y: compounded portfolio wealth divided by compounded CLS 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…
1y analysis · Full analysis span regression · 6 months rolling