+2,057.1%
CLS vs DLR
+3,595.7%
-1,538.5%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +4.6% | +1.6% | +3.0% | +4.0% |
| 30D | -13.9% | -3.4% | -10.5% | -12.4% |
| 3M | -26.6% | +0.5% | -27.1% | -27.2% |
| 6M | +15.4% | +4.6% | +10.9% | +13.0% |
| YTD | +5.7% | +23.4% | -17.8% | -3.7% |
| 1Y | +41.1% | +19.0% | +22.1% | +31.1% |
| 3Y | +1,228.6% | +56.5% | +1,172.1% | +1,032.4% |
| 5Y | +3,240.6% | +33.3% | +3,207.3% | +2,863.7% |
| 10Y | +2,760.3% | +165.1% | +2,595.2% | +1,748.3% |
| All | +2,057.1% | +3,595.7% | -1,538.5% | +429.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling