+2,662.4%
DELL vs CLS
+1,916.3%
+746.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -5.4% | -1.8% | -5.1% |
| 7D | +4.9% | +16.3% | -11.4% | -1.0% |
| 30D | -32.1% | -25.7% | -6.4% | -23.6% |
| 3M | -30.2% | -30.9% | +0.6% | -19.7% |
| 6M | +41.7% | -35.5% | +77.2% | +65.6% |
| YTD | +176.6% | -18.7% | +195.3% | +186.2% |
| 1Y | +159.9% | -17.9% | +177.8% | +164.3% |
| 3Y | +388.0% | +838.1% | -450.1% | +88.2% |
| 5Y | +578.2% | +1,971.9% | -1,393.7% | +93.8% |
| All | +2,662.4% | +1,916.3% | +746.1% | +516.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 10y: compounded portfolio wealth divided by compounded CLS 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…
10y analysis · Full analysis span regression · 6 months rolling