+3,542.1%
CLS vs DD
+61.7%
+3,480.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.2% | +5.8% | +5.8% |
| 7D | +12.8% | -0.6% | +13.4% | +13.1% |
| 30D | +3.8% | -7.4% | +11.2% | +9.1% |
| 3M | -14.6% | -6.4% | -8.2% | -10.5% |
| 6M | +32.2% | -2.5% | +34.7% | +35.7% |
| YTD | +11.6% | +10.2% | +1.4% | +5.0% |
| 1Y | +35.1% | +36.9% | -1.9% | +9.7% |
| 3Y | +1,312.5% | +47.0% | +1,265.5% | +968.4% |
| 5Y | +3,542.1% | +63.1% | +3,478.9% | +2,384.8% |
| All | +3,542.1% | +61.7% | +3,480.3% | +2,384.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling