+2,755.1%
CLS vs D
+35.0%
+2,720.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +4.6% | +1.5% | +3.1% | +4.4% |
| 30D | -13.9% | -2.6% | -11.3% | -13.5% |
| 3M | -26.6% | 0.0% | -26.6% | -26.6% |
| 6M | +15.4% | +7.4% | +8.1% | +13.8% |
| YTD | +5.7% | +15.9% | -10.2% | +2.9% |
| 1Y | +41.1% | +18.1% | +23.0% | +36.5% |
| 3Y | +1,228.6% | +58.4% | +1,170.2% | +1,060.4% |
| 5Y | +3,240.6% | +5.2% | +3,235.4% | +3,216.6% |
| All | +2,755.1% | +35.0% | +2,720.1% | +2,688.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling