-29.6%
CLS vs DD
+49.3%
-78.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -1.8% | -7.3% | -7.7% |
| 7D | -21.1% | +8.7% | -29.8% | -26.0% |
| 30D | -38.2% | +15.3% | -53.6% | -44.7% |
| 3M | -36.3% | +5.9% | -42.2% | -38.9% |
| 6M | -43.8% | +11.6% | -55.4% | -47.7% |
| YTD | -20.0% | +26.5% | -46.6% | -33.5% |
| 1Y | -29.6% | +35.4% | -65.0% | -42.8% |
| All | -29.6% | +49.3% | -78.9% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling