+3,231.7%
CLS vs DRI
+4,154.1%
-922.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +4.6% | +0.6% | +4.0% | +4.3% |
| 30D | -13.9% | +3.8% | -17.7% | -15.3% |
| 3M | -26.6% | +13.0% | -39.6% | -30.4% |
| 6M | +15.4% | +8.3% | +7.1% | +10.9% |
| YTD | +5.7% | +20.6% | -15.0% | -2.8% |
| 1Y | +41.1% | +6.5% | +34.7% | +35.1% |
| 3Y | +1,228.6% | +53.7% | +1,174.9% | +992.3% |
| 5Y | +3,240.6% | +72.7% | +3,168.0% | +2,522.7% |
| 10Y | +2,760.3% | +363.2% | +2,397.2% | +1,370.8% |
| All | +3,231.7% | +4,154.1% | -922.3% | +705.4% |
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