+3,269.5%
CLS vs DLR
+33.9%
+3,235.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.6% |
| 7D | +4.6% | +1.6% | +3.0% | +3.6% |
| 30D | -13.9% | -3.4% | -10.5% | -11.5% |
| 3M | -26.6% | +0.5% | -27.1% | -27.7% |
| 6M | +15.4% | +4.6% | +10.9% | +11.1% |
| YTD | +5.7% | +23.4% | -17.8% | -9.9% |
| 1Y | +41.1% | +19.0% | +22.1% | +23.8% |
| 3Y | +1,228.6% | +56.5% | +1,172.1% | +933.1% |
| All | +3,269.5% | +33.9% | +3,235.6% | +2,718.2% |
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 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