+2,104.6%
CLS vs DRI
+4,376.0%
-2,271.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | -22.2% | +2.8% | -25.0% | -23.1% |
| 30D | -44.4% | +13.3% | -57.6% | -47.0% |
| 3M | -34.3% | +8.2% | -42.5% | -36.7% |
| 6M | -50.1% | +17.5% | -67.6% | -53.7% |
| YTD | -30.1% | +26.9% | -57.0% | -37.3% |
| 1Y | -39.3% | +31.6% | -70.9% | -46.4% |
| 3Y | +732.7% | +67.0% | +665.8% | +559.8% |
| 5Y | +1,777.2% | +72.9% | +1,704.3% | +1,360.8% |
| 10Y | +1,645.6% | +371.3% | +1,274.3% | +785.7% |
| All | +2,104.6% | +4,376.0% | -2,271.4% | +419.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling