+556.0%
DELL vs CLS
+1,881.3%
-1,325.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.9% | -3.6% |
| 7D | -18.1% | -13.9% | -4.3% | -12.3% |
| 30D | -42.9% | -38.2% | -4.7% | -29.7% |
| 3M | -26.9% | -28.8% | +2.0% | -15.7% |
| 6M | +28.8% | -40.4% | +69.2% | +57.3% |
| YTD | +168.4% | -24.3% | +192.7% | +185.4% |
| 1Y | +136.8% | -35.0% | +171.8% | +164.0% |
| 3Y | +375.3% | +778.7% | -403.4% | +51.6% |
| All | +556.0% | +1,881.3% | -1,325.3% | +39.5% |
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