+3,269.5%
CLS vs D
+4.5%
+3,264.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +0.7% |
| 7D | +4.6% | +0.4% | +4.1% | +4.6% |
| 30D | -13.9% | -3.6% | -10.3% | -14.3% |
| 3M | -26.6% | -1.0% | -25.6% | -26.6% |
| 6M | +15.4% | +6.3% | +9.1% | +16.3% |
| YTD | +5.7% | +14.7% | -9.0% | +7.3% |
| 1Y | +41.1% | +16.9% | +24.2% | +43.6% |
| 3Y | +1,228.6% | +56.8% | +1,171.8% | +1,220.1% |
| All | +3,269.5% | +4.5% | +3,264.9% | +3,666.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling