+1,628.1%
CLS vs D
+42.6%
+1,585.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.7% |
| 7D | -22.2% | +3.0% | -25.1% | -22.5% |
| 30D | -44.4% | +11.5% | -55.9% | -45.3% |
| 3M | -34.3% | +3.7% | -38.0% | -34.7% |
| 6M | -50.1% | +13.5% | -63.6% | -51.2% |
| YTD | -30.1% | +20.7% | -50.8% | -32.4% |
| 1Y | -39.3% | +18.2% | -57.6% | -41.2% |
| 3Y | +732.7% | +73.3% | +659.4% | +612.7% |
| 5Y | +1,777.2% | +12.3% | +1,764.9% | +1,738.0% |
| All | +1,628.1% | +42.6% | +1,585.5% | +1,568.2% |
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