+3,445.4%
CLS vs DG
+606.1%
+2,839.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.6% |
| 7D | +4.6% | +8.4% | -3.8% | +3.5% |
| 30D | -13.9% | +4.9% | -18.8% | -14.5% |
| 3M | -26.6% | +29.3% | -55.9% | -29.4% |
| 6M | +15.4% | -11.3% | +26.7% | +16.8% |
| YTD | +5.7% | +1.8% | +3.9% | +4.8% |
| 1Y | +41.1% | +25.3% | +15.8% | +35.2% |
| 3Y | +1,228.6% | +9.1% | +1,219.5% | +1,170.0% |
| 5Y | +3,240.6% | -34.9% | +3,275.5% | +3,437.9% |
| 10Y | +2,760.3% | +108.2% | +2,652.2% | +2,173.7% |
| All | +3,445.4% | +606.1% | +2,839.3% | +1,592.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling