+31.8%
CLS vs DG
+21.6%
+10.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +1.0% |
| 7D | +20.1% | -4.8% | +24.9% | +19.8% |
| 30D | +6.0% | +1.8% | +4.3% | +6.1% |
| 3M | -10.3% | +14.5% | -24.8% | -10.6% |
| 6M | +24.5% | -13.6% | +38.1% | +27.2% |
| YTD | +12.9% | -4.8% | +17.7% | +14.7% |
| All | +31.8% | +21.6% | +10.2% | +33.1% |
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