-29.6%
CLS vs DGX
+45.0%
-74.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +3.5% | -12.5% | -7.6% |
| 7D | -21.1% | +4.1% | -25.2% | -19.6% |
| 30D | -38.2% | +10.5% | -48.7% | -35.5% |
| 3M | -36.3% | +9.8% | -46.1% | -33.6% |
| 6M | -43.8% | +34.6% | -78.4% | -37.8% |
| YTD | -20.0% | +49.8% | -69.8% | -13.5% |
| 1Y | -29.6% | +46.0% | -75.6% | -22.8% |
| All | -29.6% | +45.0% | -74.6% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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