+2,609.7%
CLS vs DE
+4,410.7%
-1,801.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.9% | +6.4% | +5.4% |
| 7D | +23.5% | +2.3% | +21.2% | +22.3% |
| 30D | -28.9% | +4.4% | -33.4% | -30.5% |
| 3M | -25.2% | +9.8% | -35.0% | -29.1% |
| 6M | -32.1% | +15.8% | -47.9% | -37.4% |
| YTD | -14.1% | +47.0% | -61.0% | -30.0% |
| 1Y | -24.1% | +42.8% | -66.9% | -37.5% |
| 3Y | +897.0% | +88.9% | +808.1% | +607.4% |
| 5Y | +2,089.9% | +101.9% | +1,988.0% | +1,372.0% |
| 10Y | +2,022.2% | +767.5% | +1,254.7% | +605.3% |
| All | +2,609.7% | +4,410.7% | -1,801.0% | +396.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling