-35.0%
CLS vs DOW
+45.5%
-80.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.2% | +0.6% |
| 7D | -13.9% | -6.8% | -7.0% | -14.6% |
| 30D | -38.2% | +10.8% | -48.9% | -37.3% |
| 3M | -28.8% | +4.1% | -33.0% | -28.2% |
| 6M | -40.4% | -12.7% | -27.6% | -39.1% |
| YTD | -24.3% | +39.2% | -63.5% | -24.3% |
| 1Y | -35.0% | +49.5% | -84.5% | -32.6% |
| All | -35.0% | +45.5% | -80.6% | -32.6% |
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 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