+1,914.6%
CLS vs DE
+762.0%
+1,152.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.0% |
| 7D | +16.3% | +0.3% | +16.0% | +16.2% |
| 30D | -25.7% | +3.6% | -29.2% | -27.0% |
| 3M | -30.9% | +10.2% | -41.1% | -34.9% |
| 6M | -35.5% | +16.6% | -52.1% | -41.2% |
| YTD | -18.7% | +45.8% | -64.5% | -34.9% |
| 1Y | -17.9% | +43.9% | -61.8% | -34.2% |
| 3Y | +838.1% | +89.6% | +748.5% | +537.2% |
| 5Y | +1,971.9% | +100.3% | +1,871.6% | +1,217.7% |
| All | +1,914.6% | +762.0% | +1,152.6% | +602.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 10y: compounded portfolio wealth divided by compounded DE 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…
10y analysis · Full analysis span regression · 6 months rolling