+2,093.5%
CLS vs D
+1,028.9%
+1,064.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -0.2% | -12.9% | -13.0% |
| 7D | -27.3% | +6.9% | -34.2% | -28.9% |
| 30D | -47.0% | +12.3% | -59.4% | -49.2% |
| 3M | -43.3% | +3.0% | -46.3% | -44.1% |
| 6M | -50.8% | +12.8% | -63.6% | -53.1% |
| YTD | -30.4% | +22.6% | -53.0% | -35.6% |
| 1Y | -41.7% | +21.7% | -63.3% | -46.1% |
| 3Y | +701.4% | +83.9% | +617.5% | +512.3% |
| 5Y | +1,767.8% | +14.0% | +1,753.8% | +1,587.9% |
| 10Y | +1,636.8% | +45.6% | +1,591.3% | +1,271.7% |
| All | +2,093.5% | +1,028.9% | +1,064.6% | +1,057.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling