-17.9%
CLS vs DG
+31.9%
-49.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.0% | -5.5% |
| 7D | +16.3% | +0.3% | +16.0% | +16.3% |
| 30D | -25.7% | +3.2% | -28.9% | -24.7% |
| 3M | -30.9% | +10.4% | -41.3% | -29.6% |
| 6M | -35.5% | +33.2% | -68.7% | -35.1% |
| YTD | -18.7% | +3.0% | -21.7% | -15.7% |
| 1Y | -17.9% | +31.2% | -49.1% | -16.2% |
| All | -17.9% | +31.9% | -49.8% | -16.2% |
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