+1,751.5%
CLS vs DRI
+370.8%
+1,380.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.5% | +6.3% | +7.3% |
| 7D | -10.6% | +3.1% | -13.7% | -11.8% |
| 30D | -38.4% | +16.2% | -54.7% | -42.3% |
| 3M | -29.9% | +8.4% | -38.2% | -32.7% |
| 6M | -40.6% | +19.0% | -59.6% | -45.7% |
| YTD | -24.6% | +28.8% | -53.4% | -33.7% |
| 1Y | -30.8% | +33.1% | -63.9% | -40.1% |
| 3Y | +811.7% | +70.8% | +741.0% | +590.7% |
| 5Y | +1,838.4% | +74.2% | +1,764.2% | +1,338.5% |
| 10Y | +1,751.5% | +345.5% | +1,406.0% | +893.9% |
| All | +1,751.5% | +370.8% | +1,380.7% | +893.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling