-35.3%
CLS vs DLR
+9.4%
-44.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.4% | +4.5% | +4.7% |
| 7D | -10.6% | +2.4% | -12.9% | -12.0% |
| 30D | -38.4% | +0.7% | -39.2% | -38.3% |
| 3M | -29.9% | -6.4% | -23.4% | -25.3% |
| 6M | -40.6% | -6.5% | -34.1% | -35.6% |
| YTD | -24.6% | +18.8% | -43.4% | -44.0% |
| All | -35.3% | +9.4% | -44.7% | -42.2% |
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