+1,086.5%
DIA vs CL
+928.6%
+157.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.5% | -3.5% |
| 7D | -1.6% | +5.9% | -7.6% | -3.9% |
| 30D | 0.0% | +13.8% | -13.8% | -5.2% |
| 3M | -4.9% | +6.4% | -11.3% | -7.5% |
| 6M | +5.0% | +15.6% | -10.6% | -1.5% |
| YTD | +8.2% | +27.9% | -19.7% | -3.1% |
| 1Y | +10.3% | +31.4% | -21.1% | -2.5% |
| 3Y | +58.4% | +41.4% | +17.0% | +33.5% |
| 5Y | +54.3% | +42.8% | +11.6% | +28.5% |
| 10Y | +248.6% | +79.7% | +168.9% | +159.8% |
| All | +1,086.5% | +928.6% | +157.9% | +345.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling