+28.5%
CLS vs DTE
+2.7%
+25.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.8% |
| 7D | +5.0% | -2.0% | +7.0% | +4.5% |
| 30D | +4.8% | -2.4% | +7.2% | +4.1% |
| 3M | -10.4% | -7.3% | -3.1% | -13.2% |
| 6M | +20.8% | -7.6% | +28.4% | +17.3% |
| YTD | +10.0% | +5.8% | +4.2% | +5.9% |
| 1Y | +28.5% | +2.3% | +26.2% | +27.6% |
| All | +28.5% | +2.7% | +25.8% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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