+2,430.3%
CLS vs DG
+628.1%
+1,802.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.2% | +5.7% | +7.6% |
| 7D | -10.6% | +0.7% | -11.2% | -10.7% |
| 30D | -38.4% | +7.4% | -45.9% | -39.2% |
| 3M | -29.9% | +8.5% | -38.4% | -30.9% |
| 6M | -40.6% | +21.9% | -62.5% | -42.7% |
| YTD | -24.6% | +4.9% | -29.5% | -25.8% |
| 1Y | -30.8% | +40.4% | -71.2% | -34.9% |
| 3Y | +811.7% | +23.5% | +788.3% | +748.6% |
| 5Y | +1,838.4% | -32.3% | +1,870.7% | +1,933.6% |
| 10Y | +1,751.5% | +119.3% | +1,632.2% | +1,353.7% |
| All | +2,430.3% | +628.1% | +1,802.2% | +1,098.7% |
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