+838.1%
CLS vs DTE
+57.1%
+781.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.3% |
| 7D | +16.3% | +3.4% | +12.9% | +17.4% |
| 30D | -25.7% | +8.9% | -34.6% | -23.5% |
| 3M | -30.9% | +1.1% | -31.9% | -30.6% |
| 6M | -35.5% | +0.1% | -35.6% | -35.5% |
| YTD | -18.7% | +11.1% | -29.7% | -16.0% |
| 1Y | -17.9% | +4.9% | -22.8% | -16.8% |
| 3Y | +838.1% | +58.6% | +779.5% | +908.9% |
| All | +838.1% | +57.1% | +781.0% | +908.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling