+3,004.1%
CLS vs DG
+108.0%
+2,896.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -4.0% | +9.6% | +6.0% |
| 7D | +12.8% | -2.5% | +15.2% | +13.0% |
| 30D | +3.8% | +1.0% | +2.8% | +3.7% |
| 3M | -14.6% | +20.3% | -34.9% | -16.2% |
| 6M | +32.2% | -11.7% | +44.0% | +33.4% |
| YTD | +11.6% | -2.3% | +13.9% | +11.5% |
| 1Y | +35.1% | +20.0% | +15.0% | +31.9% |
| 3Y | +1,312.5% | +7.2% | +1,305.3% | +1,288.3% |
| 5Y | +3,542.1% | -37.9% | +3,580.0% | +3,899.1% |
| All | +3,004.1% | +108.0% | +2,896.2% | +2,750.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling