+20.7%
IWM vs CLS
+1,757.0%
-1,736.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -2.0% | -22.2% | +20.1% | +2.2% |
| 30D | -1.5% | -44.4% | +42.9% | +8.6% |
| 3M | -8.0% | -34.3% | +26.3% | -2.4% |
| 6M | -4.1% | -50.1% | +46.0% | +5.4% |
| YTD | +11.9% | -30.1% | +42.0% | +12.8% |
| 1Y | +15.0% | -39.3% | +54.4% | +18.2% |
| 3Y | +64.2% | +732.7% | -668.5% | -25.1% |
| All | +20.7% | +1,757.0% | -1,736.2% | -61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling