+312.3%
DELL vs CLS
+28.7%
+283.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.5% | -2.8% | -4.5% |
| 7D | -1.9% | +5.0% | -6.9% | -3.5% |
| 30D | +14.9% | +4.8% | +10.1% | +12.7% |
| 3M | +37.2% | -10.4% | +47.6% | +40.8% |
| 6M | +254.0% | +20.8% | +233.2% | +237.0% |
| YTD | +306.1% | +10.0% | +296.1% | +286.9% |
| 1Y | +312.3% | +28.5% | +283.7% | +256.6% |
| All | +312.3% | +28.7% | +283.5% | +256.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling