+36.7%
CLS vs DOW
+29.4%
+7.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.1% |
| 7D | +20.1% | -6.0% | +26.1% | +19.9% |
| 30D | +6.0% | -2.7% | +8.8% | +5.9% |
| 3M | -10.3% | -10.5% | +0.2% | -9.6% |
| 6M | +24.5% | -12.4% | +36.9% | +25.0% |
| YTD | +12.9% | +30.0% | -17.2% | +10.1% |
| 1Y | +36.7% | +27.8% | +8.9% | +25.1% |
| All | +36.7% | +29.4% | +7.3% | +25.1% |
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