+28.5%
CLS vs DE
+44.9%
-16.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +5.0% | -2.4% | +7.3% | +5.5% |
| 30D | +4.8% | +9.7% | -4.9% | +1.9% |
| 3M | -10.4% | +21.4% | -31.8% | -14.9% |
| 6M | +20.8% | +15.0% | +5.8% | +14.1% |
| YTD | +10.0% | +46.4% | -36.4% | +9.1% |
| 1Y | +28.5% | +45.6% | -17.1% | +28.2% |
| All | +28.5% | +44.9% | -16.4% | +28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling