+2,497.3%
CLS vs DOW
-10.0%
+2,507.3%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.2% | -0.3% |
| 7D | -13.9% | -6.8% | -7.0% | -11.1% |
| 30D | -38.2% | +10.8% | -48.9% | -41.3% |
| 3M | -28.8% | +4.1% | -33.0% | -31.2% |
| 6M | -40.4% | -12.7% | -27.6% | -38.1% |
| YTD | -24.3% | +39.2% | -63.5% | -40.1% |
| 1Y | -35.0% | +49.5% | -84.5% | -50.8% |
| 3Y | +778.7% | -24.4% | +803.1% | +815.7% |
| 5Y | +1,884.8% | -29.6% | +1,914.4% | +2,044.0% |
| All | +2,497.3% | -10.0% | +2,507.3% | +2,077.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling