+1,242.3%
CLS vs DT
+8.9%
+1,233.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.3% |
| 7D | +4.6% | -3.3% | +7.9% | +5.6% |
| 30D | -13.9% | +2.0% | -15.9% | -14.2% |
| 3M | -26.6% | +20.0% | -46.6% | -30.4% |
| 6M | +15.4% | +39.3% | -23.9% | +3.0% |
| YTD | +5.7% | +19.8% | -14.1% | +0.6% |
| 1Y | +41.1% | +4.3% | +36.8% | +42.1% |
| All | +1,242.3% | +8.9% | +1,233.4% | +1,170.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling