+36.7%
CLS vs DT
+1.4%
+35.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.1% |
| 7D | +20.1% | -0.5% | +20.6% | +20.1% |
| 30D | +6.0% | +0.1% | +6.0% | +6.3% |
| 3M | -10.3% | +24.1% | -34.4% | -8.2% |
| 6M | +24.5% | +30.1% | -5.6% | +30.3% |
| YTD | +12.9% | +16.8% | -3.9% | +18.4% |
| 1Y | +36.7% | -0.1% | +36.8% | +35.1% |
| All | +36.7% | +1.4% | +35.3% | +35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling