+2,288.2%
CLS vs DD
+548.7%
+1,739.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.1% |
| 7D | -13.9% | +2.2% | -16.1% | -14.5% |
| 30D | -38.2% | +20.7% | -58.9% | -43.5% |
| 3M | -28.8% | +11.3% | -40.1% | -32.4% |
| 6M | -40.4% | +6.0% | -46.4% | -41.7% |
| YTD | -24.3% | +31.7% | -56.0% | -33.6% |
| 1Y | -35.0% | +32.2% | -67.3% | -43.1% |
| 3Y | +778.7% | +92.7% | +686.0% | +532.5% |
| 5Y | +1,884.8% | +72.1% | +1,812.7% | +1,398.4% |
| 10Y | +1,761.1% | +99.7% | +1,661.4% | +1,139.6% |
| All | +2,288.2% | +548.7% | +1,739.5% | +680.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling