+3,038.3%
CLS vs DG
+102.6%
+2,935.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +1.3% |
| 7D | +20.1% | -4.8% | +24.9% | +20.5% |
| 30D | +6.0% | +1.8% | +4.3% | +5.8% |
| 3M | -10.3% | +14.5% | -24.8% | -11.6% |
| 6M | +24.5% | -13.6% | +38.1% | +25.8% |
| YTD | +12.9% | -4.8% | +17.7% | +13.0% |
| 1Y | +36.7% | +21.6% | +15.1% | +33.2% |
| 3Y | +1,328.1% | +4.5% | +1,323.6% | +1,306.3% |
| 5Y | +3,682.3% | -38.5% | +3,720.8% | +4,040.8% |
| 10Y | +3,038.3% | +102.2% | +2,936.1% | +2,787.7% |
| All | +3,038.3% | +102.6% | +2,935.7% | +2,787.7% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling