+3,231.7%
CLS vs DTE
+1,193.6%
+2,038.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | +4.6% | +0.2% | +4.4% | +4.5% |
| 30D | -13.9% | -2.6% | -11.3% | -12.9% |
| 3M | -26.6% | -3.9% | -22.7% | -25.9% |
| 6M | +15.4% | -7.9% | +23.3% | +18.4% |
| YTD | +5.7% | +7.2% | -1.5% | +1.3% |
| 1Y | +41.1% | +3.1% | +38.0% | +37.3% |
| 3Y | +1,228.6% | +47.6% | +1,181.0% | +952.2% |
| 5Y | +3,240.6% | +32.7% | +3,207.9% | +2,651.3% |
| 10Y | +2,760.3% | +138.8% | +2,621.6% | +1,660.5% |
| All | +3,231.7% | +1,193.6% | +2,038.2% | +899.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling