+848.2%
CLS vs D
+74.4%
+773.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.5% | +9.0% | +8.3% |
| 7D | +2.8% | -2.4% | +5.2% | +1.6% |
| 30D | -30.1% | +9.0% | -39.1% | -26.8% |
| 3M | -21.7% | +1.0% | -22.7% | -20.5% |
| 6M | -36.2% | +11.0% | -47.2% | -32.5% |
| YTD | -17.8% | +19.8% | -37.6% | -10.0% |
| 1Y | -26.8% | +16.0% | -42.8% | -20.6% |
| All | +848.2% | +74.4% | +773.8% | +1,021.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling