+3,682.3%
CLS vs DTE
+31.9%
+3,650.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.1% |
| 7D | +20.1% | 0.0% | +20.1% | +20.1% |
| 30D | +6.0% | -0.5% | +6.6% | +6.1% |
| 3M | -10.3% | -6.0% | -4.3% | -10.4% |
| 6M | +24.5% | -7.2% | +31.7% | +24.4% |
| YTD | +12.9% | +7.2% | +5.7% | +11.6% |
| 1Y | +36.7% | +4.1% | +32.6% | +35.4% |
| 3Y | +1,328.1% | +46.9% | +1,281.2% | +1,196.6% |
| 5Y | +3,682.3% | +32.9% | +3,649.4% | +3,522.3% |
| All | +3,682.3% | +31.9% | +3,650.4% | +3,522.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling