+168.1%
IWM vs CLS
+2,770.9%
-2,602.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | +0.1% | +4.6% | -4.5% | -1.2% |
| 30D | -1.3% | -13.9% | +12.6% | +1.5% |
| 3M | +1.6% | -26.6% | +28.2% | +7.1% |
| 6M | +13.6% | +15.4% | -1.9% | +5.1% |
| YTD | +20.8% | +5.7% | +15.1% | +12.7% |
| 1Y | +26.4% | +41.1% | -14.7% | +6.7% |
| 3Y | +60.7% | +1,228.6% | -1,167.9% | -38.7% |
| 5Y | +38.2% | +3,240.6% | -3,202.5% | -62.9% |
| All | +168.1% | +2,770.9% | -2,602.8% | -37.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling