-35.3%
CLS vs DRI
+32.5%
-67.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.5% | +6.3% | +8.1% |
| 7D | -10.6% | +3.1% | -13.7% | -9.9% |
| 30D | -38.4% | +16.2% | -54.7% | -37.4% |
| 3M | -29.9% | +8.4% | -38.2% | -29.0% |
| 6M | -40.6% | +19.0% | -59.6% | -40.2% |
| YTD | -24.6% | +28.8% | -53.4% | -25.5% |
| All | -35.3% | +32.5% | -67.8% | -38.8% |
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