+3,770.1%
CLS vs DOW
-15.9%
+3,786.0%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.4% |
| 7D | +20.1% | -6.0% | +26.1% | +23.2% |
| 30D | +6.0% | -2.7% | +8.8% | +6.6% |
| 3M | -10.3% | -10.5% | +0.2% | -7.3% |
| 6M | +24.5% | -12.4% | +36.9% | +27.5% |
| YTD | +12.9% | +30.0% | -17.2% | -7.2% |
| 1Y | +36.7% | +27.8% | +8.9% | +11.2% |
| 3Y | +1,328.1% | -34.9% | +1,363.0% | +1,524.1% |
| 5Y | +3,682.3% | -35.9% | +3,718.2% | +4,207.8% |
| All | +3,770.1% | -15.9% | +3,786.0% | +3,272.4% |
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