+1,980.9%
CLS vs DRI
+78.6%
+1,902.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.5% |
| 7D | +16.3% | +1.1% | +15.2% | +15.9% |
| 30D | -25.7% | +9.7% | -35.4% | -28.2% |
| 3M | -30.9% | +3.2% | -34.0% | -32.1% |
| 6M | -35.5% | +20.6% | -56.1% | -40.9% |
| YTD | -18.7% | +28.3% | -46.9% | -28.2% |
| 1Y | -17.9% | +34.5% | -52.4% | -29.2% |
| 3Y | +838.1% | +66.5% | +771.6% | +599.0% |
| All | +1,980.9% | +78.6% | +1,902.2% | +1,305.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling