+2,463.6%
CLS vs DTE
+1,240.3%
+1,223.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.6% |
| 7D | +16.3% | +3.4% | +12.9% | +14.7% |
| 30D | -25.7% | +8.9% | -34.6% | -28.5% |
| 3M | -30.9% | +1.1% | -31.9% | -31.3% |
| 6M | -35.5% | +0.1% | -35.6% | -36.2% |
| YTD | -18.7% | +11.1% | -29.7% | -23.5% |
| 1Y | -17.9% | +4.9% | -22.8% | -20.8% |
| 3Y | +838.1% | +58.6% | +779.5% | +619.6% |
| 5Y | +1,971.9% | +47.3% | +1,924.6% | +1,520.4% |
| 10Y | +1,907.9% | +151.3% | +1,756.5% | +1,107.7% |
| All | +2,463.6% | +1,240.3% | +1,223.3% | +654.9% |
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 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