+3,542.1%
CLS vs DG
-37.3%
+3,579.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -4.0% | +9.6% | +5.6% |
| 7D | +12.8% | -2.5% | +15.2% | +12.7% |
| 30D | +3.8% | +1.0% | +2.8% | +3.8% |
| 3M | -14.6% | +20.3% | -34.9% | -14.7% |
| 6M | +32.2% | -11.7% | +44.0% | +32.6% |
| YTD | +11.6% | -2.3% | +13.9% | +11.9% |
| 1Y | +35.1% | +20.0% | +15.0% | +35.1% |
| 3Y | +1,312.5% | +7.2% | +1,305.3% | +1,363.6% |
| 5Y | +3,542.1% | -37.9% | +3,580.0% | +3,864.8% |
| All | +3,542.1% | -37.3% | +3,579.3% | +3,864.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling