+36.7%
CLS vs DD
+33.7%
+3.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +2.8% |
| 7D | +20.1% | -3.8% | +23.9% | +23.0% |
| 30D | +6.0% | -9.2% | +15.3% | +13.0% |
| 3M | -10.3% | -9.0% | -1.3% | -4.1% |
| 6M | +24.5% | -5.0% | +29.5% | +30.8% |
| YTD | +12.9% | +7.4% | +5.5% | +13.2% |
| 1Y | +36.7% | +35.1% | +1.6% | +28.0% |
| All | +36.7% | +33.7% | +3.0% | +28.0% |
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