+741.9%
IWM vs CLS
+407.2%
+334.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -2.0% | -22.2% | +20.1% | +3.5% |
| 30D | -1.5% | -44.4% | +42.9% | +11.8% |
| 3M | -8.0% | -34.3% | +26.3% | -0.6% |
| 6M | -4.1% | -50.1% | +46.0% | +8.1% |
| YTD | +11.9% | -30.1% | +42.0% | +13.7% |
| 1Y | +15.0% | -39.3% | +54.4% | +19.4% |
| 3Y | +64.2% | +732.7% | -668.5% | -20.6% |
| 5Y | +20.4% | +1,777.2% | -1,756.8% | -54.1% |
| 10Y | +168.0% | +1,645.6% | -1,477.6% | -3.9% |
| All | +741.9% | +407.2% | +334.7% | +149.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling