+1,338.0%
CLS vs DGX
+96.4%
+1,241.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.7% | +4.9% | +7.0% |
| 7D | +10.9% | -0.9% | +11.8% | +10.6% |
| 30D | +2.1% | -1.2% | +3.2% | +1.8% |
| 3M | -10.2% | +15.8% | -26.0% | -5.9% |
| 6M | +30.4% | +18.2% | +12.2% | +37.8% |
| YTD | +17.2% | +37.2% | -20.0% | +28.8% |
| 1Y | +41.0% | +30.4% | +10.7% | +53.4% |
| 3Y | +1,338.0% | +96.7% | +1,241.3% | +1,791.5% |
| All | +1,338.0% | +96.4% | +1,241.5% | +1,791.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling