-26.8%
CLS vs DG
+39.7%
-66.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.1% | +8.4% | +8.5% |
| 7D | +2.8% | -3.0% | +5.7% | +2.0% |
| 30D | -30.1% | +8.6% | -38.7% | -28.7% |
| 3M | -21.7% | +15.0% | -36.8% | -19.9% |
| 6M | -36.2% | +32.7% | -68.9% | -35.5% |
| YTD | -17.8% | +5.5% | -23.3% | -14.7% |
| 1Y | -26.8% | +34.6% | -61.4% | -25.5% |
| All | -26.8% | +39.7% | -66.5% | -25.5% |
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