+1,751.5%
CLS vs DLR
+174.9%
+1,576.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.4% | +4.5% | +6.2% |
| 7D | -10.6% | +2.4% | -12.9% | -11.4% |
| 30D | -38.4% | +0.7% | -39.2% | -38.3% |
| 3M | -29.9% | -6.4% | -23.4% | -26.8% |
| 6M | -40.6% | -6.5% | -34.1% | -38.7% |
| YTD | -24.6% | +18.8% | -43.4% | -30.3% |
| 1Y | -30.8% | +9.0% | -39.8% | -33.1% |
| 3Y | +811.7% | +54.5% | +757.2% | +689.0% |
| 5Y | +1,838.4% | +35.8% | +1,802.6% | +1,591.1% |
| 10Y | +1,751.5% | +177.5% | +1,574.0% | +1,317.8% |
| All | +1,751.5% | +174.9% | +1,576.6% | +1,317.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling