+811.7%
CLS vs DG
+21.7%
+790.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.2% | +5.7% | +8.1% |
| 7D | -10.6% | +0.7% | -11.2% | -10.3% |
| 30D | -38.4% | +7.4% | -45.9% | -37.6% |
| 3M | -29.9% | +8.5% | -38.4% | -28.8% |
| 6M | -40.6% | +21.9% | -62.5% | -39.1% |
| YTD | -24.6% | +4.9% | -29.5% | -23.2% |
| 1Y | -30.8% | +40.4% | -71.2% | -27.6% |
| 3Y | +811.7% | +23.5% | +788.3% | +946.0% |
| All | +811.7% | +21.7% | +790.1% | +946.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling