+1,763.7%
CLS vs DT
-43.6%
+1,807.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -22.2% | -24.7% | +2.5% | -15.5% |
| 30D | -44.4% | -27.4% | -17.0% | -38.9% |
| 3M | -34.3% | -11.1% | -23.2% | -32.3% |
| 6M | -50.1% | +13.7% | -63.7% | -52.9% |
| YTD | -30.1% | +0.2% | -30.3% | -32.1% |
| 1Y | -39.3% | -5.7% | -33.7% | -39.8% |
| 3Y | +732.7% | -8.1% | +740.8% | +725.2% |
| All | +1,763.7% | -43.6% | +1,807.2% | +1,938.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling