+3,419.7%
CLS vs DGX
+5,948.5%
-2,528.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.7% | +6.3% | +5.9% |
| 7D | +12.8% | -0.3% | +13.1% | +12.8% |
| 30D | +3.8% | -1.2% | +5.0% | +4.1% |
| 3M | -14.6% | +19.9% | -34.5% | -20.1% |
| 6M | +32.2% | +19.2% | +13.0% | +23.4% |
| YTD | +11.6% | +37.5% | -25.9% | -1.2% |
| 1Y | +35.1% | +31.3% | +3.8% | +21.0% |
| 3Y | +1,312.5% | +96.6% | +1,215.9% | +963.2% |
| 5Y | +3,542.1% | +64.3% | +3,477.8% | +2,789.6% |
| 10Y | +2,944.0% | +241.1% | +2,702.9% | +1,707.6% |
| All | +3,419.7% | +5,948.5% | -2,528.8% | +723.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling