+1,269.2%
CLS vs DE
+75.9%
+1,193.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.8% | +7.5% | +6.3% |
| 7D | +12.8% | +0.7% | +12.1% | +12.3% |
| 30D | +3.8% | +9.6% | -5.8% | -0.5% |
| 3M | -14.6% | +19.0% | -33.6% | -21.0% |
| 6M | +32.2% | +16.1% | +16.2% | +23.2% |
| YTD | +11.6% | +47.0% | -35.4% | -6.6% |
| 1Y | +35.1% | +43.1% | -8.1% | +13.8% |
| All | +1,269.2% | +75.9% | +1,193.3% | +955.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling