-29.6%
CLS vs DOW
+50.2%
-79.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -3.2% | -5.8% | -9.4% |
| 7D | -21.1% | -4.2% | -17.0% | -21.6% |
| 30D | -38.2% | +14.7% | -52.9% | -37.1% |
| 3M | -36.3% | +9.1% | -45.4% | -35.5% |
| 6M | -43.8% | -17.7% | -26.2% | -42.4% |
| YTD | -20.0% | +44.6% | -64.6% | -19.9% |
| 1Y | -29.6% | +51.9% | -81.5% | -28.3% |
| All | -29.6% | +50.2% | -79.8% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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