+1,929.4%
CLS vs DG
+111.9%
+1,817.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.1% | +8.4% | +8.5% |
| 7D | +2.8% | -3.0% | +5.7% | +2.9% |
| 30D | -30.1% | +8.6% | -38.7% | -30.6% |
| 3M | -21.7% | +15.0% | -36.8% | -22.7% |
| 6M | -36.2% | +32.7% | -68.9% | -38.0% |
| YTD | -17.8% | +5.5% | -23.3% | -18.5% |
| 1Y | -26.8% | +34.6% | -61.4% | -29.2% |
| 3Y | +853.4% | +24.2% | +829.1% | +817.3% |
| 5Y | +2,005.0% | -32.3% | +2,037.3% | +2,193.6% |
| 10Y | +1,929.4% | +111.1% | +1,818.3% | +1,728.2% |
| All | +1,929.4% | +111.9% | +1,817.5% | +1,728.2% |
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 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