+4,374.9%
CLS vs DT
+103.5%
+4,271.4%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.3% |
| 7D | +4.6% | -3.3% | +7.9% | +5.8% |
| 30D | -13.9% | +2.0% | -15.9% | -14.3% |
| 3M | -26.6% | +20.0% | -46.6% | -31.0% |
| 6M | +15.4% | +39.3% | -23.9% | +1.9% |
| YTD | +5.7% | +19.8% | -14.1% | -2.5% |
| 1Y | +41.1% | +4.3% | +36.8% | +35.5% |
| 3Y | +1,228.6% | +7.7% | +1,220.9% | +1,155.3% |
| 5Y | +3,240.6% | -26.8% | +3,267.5% | +3,258.5% |
| All | +4,374.9% | +103.5% | +4,271.4% | +2,965.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling