+69.6%
IWM vs CLS
+842.1%
-772.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.1% | +0.4% |
| 7D | +1.4% | +16.3% | -14.9% | -0.8% |
| 30D | +2.3% | -25.7% | +27.9% | +5.8% |
| 3M | -8.3% | -30.9% | +22.5% | -4.6% |
| 6M | -1.3% | -35.5% | +34.2% | +2.3% |
| YTD | +13.5% | -18.7% | +32.2% | +12.0% |
| 1Y | +18.4% | -17.9% | +36.3% | +16.0% |
| 3Y | +69.6% | +838.1% | -768.5% | -5.8% |
| All | +69.6% | +842.1% | -772.5% | -5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling