+3,093.7%
CLS vs DT
+72.4%
+3,021.3%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.2% | +6.6% | +7.5% |
| 7D | -10.6% | -20.2% | +9.7% | -4.6% |
| 30D | -38.4% | -30.8% | -7.7% | -31.4% |
| 3M | -29.9% | -10.2% | -19.7% | -28.0% |
| 6M | -40.6% | +8.0% | -48.7% | -43.0% |
| YTD | -24.6% | +1.5% | -26.0% | -27.2% |
| 1Y | -30.8% | -6.9% | -23.9% | -31.4% |
| 3Y | +811.7% | -10.9% | +822.6% | +806.9% |
| 5Y | +1,838.4% | -42.2% | +1,880.6% | +1,986.8% |
| All | +3,093.7% | +72.4% | +3,021.3% | +2,186.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling