+1,081.8%
DIA vs CL
+906.4%
+175.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.5% |
| 7D | -0.9% | +1.3% | -2.3% | -1.5% |
| 30D | +0.3% | +11.4% | -11.1% | -4.1% |
| 3M | -4.5% | +4.4% | -8.9% | -6.4% |
| 6M | +3.4% | +10.8% | -7.4% | -1.5% |
| YTD | +7.8% | +25.1% | -17.4% | -2.7% |
| 1Y | +10.7% | +28.0% | -17.2% | -1.0% |
| 3Y | +57.5% | +37.6% | +19.9% | +34.2% |
| 5Y | +53.7% | +39.7% | +14.0% | +29.1% |
| 10Y | +247.2% | +75.8% | +171.4% | +160.9% |
| All | +1,081.8% | +906.4% | +175.4% | +347.6% |
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