+1,106.2%
DELL vs CLS
+3,586.2%
-2,480.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.2% |
| 7D | +8.7% | +20.1% | -11.4% | +0.9% |
| 30D | +16.9% | +6.0% | +10.9% | +13.7% |
| 3M | +40.4% | -10.3% | +50.7% | +44.1% |
| 6M | +267.1% | +24.5% | +242.6% | +226.3% |
| YTD | +329.1% | +12.9% | +316.2% | +285.9% |
| 1Y | +346.9% | +36.7% | +310.2% | +259.2% |
| 3Y | +696.6% | +1,328.1% | -631.4% | +124.2% |
| 5Y | +1,106.2% | +3,682.3% | -2,576.1% | +145.0% |
| All | +1,106.2% | +3,586.2% | -2,480.0% | +145.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling