+3,231.7%
CLS vs DD
+444.1%
+2,787.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.6% |
| 7D | +4.6% | -3.5% | +8.1% | +6.3% |
| 30D | -13.9% | -10.3% | -3.6% | -9.1% |
| 3M | -26.6% | -7.5% | -19.0% | -23.4% |
| 6M | +15.4% | -8.0% | +23.4% | +21.2% |
| YTD | +5.7% | +10.5% | -4.8% | +0.9% |
| 1Y | +41.1% | +38.3% | +2.8% | +20.3% |
| 3Y | +1,228.6% | +42.5% | +1,186.1% | +1,001.9% |
| 5Y | +3,240.6% | +60.2% | +3,180.5% | +2,512.8% |
| 10Y | +2,760.3% | +68.9% | +2,691.5% | +1,965.2% |
| All | +3,231.7% | +444.1% | +2,787.6% | +1,085.3% |
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