+3,343.3%
CLS vs DT
+75.7%
+3,267.6%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.3% |
| 7D | +16.3% | +3.1% | +13.2% | +15.3% |
| 30D | -25.7% | -29.5% | +3.9% | -17.6% |
| 3M | -30.9% | -11.7% | -19.1% | -28.6% |
| 6M | -35.5% | +29.0% | -64.5% | -41.1% |
| YTD | -18.7% | +3.4% | -22.1% | -22.0% |
| 1Y | -17.9% | -4.2% | -13.7% | -19.2% |
| 3Y | +838.1% | -12.8% | +850.9% | +840.4% |
| 5Y | +1,971.9% | -39.6% | +2,011.5% | +2,102.5% |
| All | +3,343.3% | +75.7% | +3,267.6% | +2,352.7% |
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