+4,681.2%
DELL vs CLS
+2,763.0%
+1,918.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.2% |
| 7D | +14.9% | +4.6% | +10.3% | +12.6% |
| 30D | +13.3% | -13.9% | +27.2% | +19.0% |
| 3M | +24.4% | -26.6% | +51.0% | +37.2% |
| 6M | +258.0% | +15.4% | +242.6% | +230.1% |
| YTD | +320.2% | +5.7% | +314.5% | +291.6% |
| 1Y | +319.1% | +41.1% | +277.9% | +240.2% |
| 3Y | +706.5% | +1,228.6% | -522.1% | +173.5% |
| 5Y | +1,071.9% | +3,240.6% | -2,168.7% | +184.6% |
| 10Y | +4,683.5% | +2,760.3% | +1,923.1% | +908.9% |
| All | +4,681.2% | +2,763.0% | +1,918.3% | +903.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling