+622.2%
CL vs DLR
+3,340.7%
-2,718.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | +1.3% | -3.6% | +4.9% | +1.9% |
| 30D | +11.4% | -3.5% | +14.8% | +11.9% |
| 3M | +4.4% | -8.9% | +13.3% | +5.9% |
| 6M | +10.8% | -11.6% | +22.4% | +12.6% |
| YTD | +25.1% | +14.9% | +10.2% | +21.0% |
| 1Y | +28.0% | +6.4% | +21.5% | +25.4% |
| 3Y | +37.6% | +47.3% | -9.6% | +24.6% |
| 5Y | +39.7% | +32.8% | +6.9% | +26.9% |
| 10Y | +75.8% | +169.6% | -93.8% | +37.9% |
| All | +622.2% | +3,340.7% | -2,718.5% | +297.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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