+3,616.8%
CLS vs DGX
+59.5%
+3,557.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.5% |
| 7D | +5.0% | -3.5% | +8.4% | +4.9% |
| 30D | +4.8% | -2.7% | +7.5% | +4.7% |
| 3M | -10.4% | +13.9% | -24.3% | -10.2% |
| 6M | +20.8% | +16.0% | +4.8% | +21.1% |
| YTD | +10.0% | +34.9% | -24.9% | +9.3% |
| 1Y | +28.5% | +30.6% | -2.0% | +27.9% |
| 3Y | +1,292.2% | +93.0% | +1,199.2% | +1,171.7% |
| 5Y | +3,616.8% | +64.4% | +3,552.4% | +3,249.3% |
| All | +3,616.8% | +59.5% | +3,557.3% | +3,249.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling