+4,627.4%
CLS vs DT
+97.2%
+4,530.1%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.1% | +8.7% | +6.6% |
| 7D | +12.8% | -4.9% | +17.6% | +14.5% |
| 30D | +3.8% | +2.7% | +1.1% | +2.9% |
| 3M | -14.6% | +20.0% | -34.6% | -19.9% |
| 6M | +32.2% | +28.0% | +4.2% | +20.0% |
| YTD | +11.6% | +16.0% | -4.4% | +4.0% |
| 1Y | +35.1% | +0.7% | +34.3% | +30.9% |
| 3Y | +1,312.5% | +6.2% | +1,306.4% | +1,239.5% |
| 5Y | +3,542.1% | -28.1% | +3,570.2% | +3,579.2% |
| All | +4,627.4% | +97.2% | +4,530.1% | +3,167.3% |
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