+65.7%
DIA vs CL
+28.4%
+37.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.2% |
| 7D | -0.2% | -2.2% | +2.0% | +0.3% |
| 30D | -1.5% | -4.8% | +3.3% | -0.4% |
| 3M | +3.8% | +4.9% | -1.1% | +2.3% |
| 6M | +10.3% | -5.7% | +16.0% | +11.5% |
| YTD | +12.1% | +14.4% | -2.3% | +7.5% |
| 1Y | +18.6% | +8.7% | +9.9% | +15.3% |
| 3Y | +60.6% | +30.0% | +30.7% | +42.0% |
| All | +65.7% | +28.4% | +37.3% | +45.1% |
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