-29.6%
CLS vs DRI
+34.0%
-63.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +5.1% | -14.2% | -8.1% |
| 7D | -21.1% | +6.5% | -27.6% | -20.2% |
| 30D | -38.2% | +16.4% | -54.6% | -36.9% |
| 3M | -36.3% | +13.6% | -50.0% | -35.2% |
| 6M | -43.8% | +22.0% | -65.8% | -43.1% |
| YTD | -20.0% | +29.3% | -49.3% | -18.8% |
| 1Y | -29.6% | +32.0% | -61.6% | -29.5% |
| All | -29.6% | +34.0% | -63.6% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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