-29.6%
CLS vs DG
+45.3%
-74.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +8.5% | -17.6% | -7.3% |
| 7D | -21.1% | +12.3% | -33.4% | -19.1% |
| 30D | -38.2% | +19.3% | -57.5% | -36.3% |
| 3M | -36.3% | +11.9% | -48.2% | -34.5% |
| 6M | -43.8% | +25.0% | -68.8% | -42.3% |
| YTD | -20.0% | +8.7% | -28.8% | -16.5% |
| 1Y | -29.6% | +44.7% | -74.3% | -28.2% |
| All | -29.6% | +45.3% | -74.9% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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