+35.1%
CLS vs DLR
+20.4%
+14.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.6% | +5.1% | +5.2% |
| 7D | +12.8% | +3.4% | +9.4% | +10.4% |
| 30D | +3.8% | -2.2% | +6.0% | +5.6% |
| 3M | -14.6% | +4.7% | -19.4% | -18.2% |
| 6M | +32.2% | +9.0% | +23.2% | +22.6% |
| YTD | +11.6% | +24.1% | -12.5% | -9.9% |
| 1Y | +35.1% | +20.9% | +14.1% | +10.7% |
| All | +35.1% | +20.4% | +14.7% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling