+3,542.1%
CLS vs DOW
-37.1%
+3,579.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.4% | +5.2% | +5.5% |
| 7D | +12.8% | -2.9% | +15.7% | +13.6% |
| 30D | +3.8% | +2.0% | +1.9% | +2.4% |
| 3M | -14.6% | -12.5% | -2.1% | -11.4% |
| 6M | +32.2% | -9.2% | +41.4% | +33.0% |
| YTD | +11.6% | +30.8% | -19.2% | -6.0% |
| 1Y | +35.1% | +29.4% | +5.7% | +12.5% |
| 3Y | +1,312.5% | -34.6% | +1,347.1% | +1,581.0% |
| 5Y | +3,542.1% | -35.9% | +3,578.0% | +4,222.3% |
| All | +3,542.1% | -37.1% | +3,579.2% | +4,222.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling