+57.9%
DIA vs CL
+43.4%
+14.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.3% |
| 7D | +2.1% | +3.2% | -1.1% | +1.4% |
| 30D | +1.5% | +8.0% | -6.6% | -0.4% |
| 3M | -2.4% | +7.9% | -10.3% | -4.2% |
| 6M | +6.0% | +14.7% | -8.8% | +2.2% |
| YTD | +10.1% | +29.2% | -19.1% | +2.4% |
| 1Y | +11.8% | +29.5% | -17.7% | +3.9% |
| 3Y | +59.7% | +40.7% | +19.0% | +39.5% |
| All | +57.9% | +43.4% | +14.5% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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