+1,914.6%
CLS vs D
+48.0%
+1,866.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.4% |
| 7D | +16.3% | -1.4% | +17.7% | +16.4% |
| 30D | -25.7% | +7.7% | -33.4% | -26.5% |
| 3M | -30.9% | -0.3% | -30.6% | -30.9% |
| 6M | -35.5% | +10.1% | -45.5% | -36.7% |
| YTD | -18.7% | +19.1% | -37.8% | -21.3% |
| 1Y | -17.9% | +15.9% | -33.8% | -20.2% |
| 3Y | +838.1% | +75.0% | +763.1% | +698.0% |
| 5Y | +1,971.9% | +13.4% | +1,958.5% | +1,916.0% |
| All | +1,914.6% | +48.0% | +1,866.6% | +1,828.2% |
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