+1,980.9%
CLS vs DLR
+35.0%
+1,945.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -4.0% |
| 7D | +16.3% | +3.3% | +13.0% | +13.8% |
| 30D | -25.7% | +4.6% | -30.3% | -27.5% |
| 3M | -30.9% | -8.3% | -22.6% | -25.6% |
| 6M | -35.5% | -5.6% | -29.9% | -33.0% |
| YTD | -18.7% | +18.7% | -37.4% | -28.2% |
| 1Y | -17.9% | +17.1% | -35.0% | -26.3% |
| 3Y | +838.1% | +54.4% | +783.7% | +646.8% |
| All | +1,980.9% | +35.0% | +1,945.8% | +1,509.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling