+4,404.4%
DELL vs CLS
+3,169.3%
+1,235.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +6.6% | +5.4% | +9.5% |
| 7D | +8.2% | +10.9% | -2.7% | +4.3% |
| 30D | +17.1% | +2.1% | +15.0% | +15.8% |
| 3M | +45.2% | -10.2% | +55.3% | +48.9% |
| 6M | +286.8% | +30.4% | +256.4% | +242.2% |
| YTD | +354.8% | +17.2% | +337.5% | +308.3% |
| 1Y | +358.3% | +41.0% | +317.2% | +274.0% |
| 3Y | +724.9% | +1,338.0% | -613.1% | +171.4% |
| 5Y | +1,193.7% | +3,860.6% | -2,666.9% | +196.0% |
| All | +4,404.4% | +3,169.3% | +1,235.1% | +798.6% |
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