+838.1%
CLS vs DRI
+68.2%
+769.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.4% |
| 7D | +16.3% | +1.1% | +15.2% | +16.2% |
| 30D | -25.7% | +9.7% | -35.4% | -26.5% |
| 3M | -30.9% | +3.2% | -34.0% | -31.1% |
| 6M | -35.5% | +20.6% | -56.1% | -37.8% |
| YTD | -18.7% | +28.3% | -46.9% | -23.0% |
| 1Y | -17.9% | +34.5% | -52.4% | -23.3% |
| 3Y | +838.1% | +66.5% | +771.6% | +749.1% |
| All | +838.1% | +68.2% | +769.9% | +749.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling