+1,884.8%
CLS vs D
+14.3%
+1,870.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.5% |
| 7D | -13.9% | +2.4% | -16.2% | -13.4% |
| 30D | -38.2% | +10.9% | -49.1% | -37.1% |
| 3M | -28.8% | +2.8% | -31.7% | -28.1% |
| 6M | -40.4% | +12.7% | -53.1% | -39.2% |
| YTD | -24.3% | +20.3% | -44.6% | -22.2% |
| 1Y | -35.0% | +17.1% | -52.2% | -33.3% |
| 3Y | +778.7% | +75.1% | +703.5% | +768.5% |
| 5Y | +1,884.8% | +13.1% | +1,871.7% | +2,134.2% |
| All | +1,884.8% | +14.3% | +1,870.6% | +2,134.2% |
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 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