+41.1%
CLS vs D
+15.7%
+25.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +0.3% |
| 7D | +4.6% | +0.4% | +4.1% | +4.7% |
| 30D | -13.9% | -3.6% | -10.3% | -15.4% |
| 3M | -26.6% | -1.0% | -25.6% | -26.7% |
| 6M | +15.4% | +6.3% | +9.1% | +18.3% |
| YTD | +5.7% | +14.7% | -9.0% | +15.3% |
| 1Y | +41.1% | +16.9% | +24.2% | +59.4% |
| All | +41.1% | +15.7% | +25.4% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling