+3,523.6%
CLS vs DOW
-15.8%
+3,539.4%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +2.2% |
| 7D | +4.6% | -2.4% | +7.0% | +5.4% |
| 30D | -13.9% | +0.4% | -14.3% | -14.9% |
| 3M | -26.6% | -14.4% | -12.2% | -22.4% |
| 6M | +15.4% | -7.0% | +22.4% | +14.7% |
| YTD | +5.7% | +30.2% | -24.5% | -13.2% |
| 1Y | +41.1% | +29.2% | +11.9% | +14.2% |
| 3Y | +1,228.6% | -36.7% | +1,265.3% | +1,436.2% |
| 5Y | +3,240.6% | -37.7% | +3,278.3% | +3,769.1% |
| All | +3,523.6% | -15.8% | +3,539.4% | +3,055.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling