+2,688.2%
CLS vs DOW
-5.5%
+2,693.7%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.2% |
| 7D | +16.3% | +5.2% | +11.1% | +13.8% |
| 30D | -25.7% | +13.2% | -38.9% | -29.9% |
| 3M | -30.9% | +10.1% | -41.0% | -34.6% |
| 6M | -35.5% | -13.1% | -22.4% | -32.6% |
| YTD | -18.7% | +46.1% | -64.8% | -37.0% |
| 1Y | -17.9% | +50.0% | -67.9% | -37.4% |
| 3Y | +838.1% | -20.2% | +858.3% | +855.7% |
| 5Y | +1,971.9% | -27.7% | +1,999.6% | +2,122.1% |
| All | +2,688.2% | -5.5% | +2,693.7% | +2,191.6% |
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