+251.0%
DIA vs CLS
+3,003.3%
-2,752.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -0.9% |
| 7D | -1.2% | +20.1% | -21.3% | -4.0% |
| 30D | -2.7% | +6.0% | -8.7% | -3.9% |
| 3M | +3.3% | -10.3% | +13.6% | +3.7% |
| 6M | +10.4% | +24.5% | -14.1% | +3.8% |
| YTD | +10.0% | +12.9% | -2.9% | +4.0% |
| 1Y | +16.2% | +36.7% | -20.5% | +4.6% |
| 3Y | +58.7% | +1,328.1% | -1,269.3% | -19.0% |
| 5Y | +63.6% | +3,682.3% | -3,618.7% | -36.3% |
| 10Y | +251.0% | +3,038.3% | -2,787.2% | +18.6% |
| All | +251.0% | +3,003.3% | -2,752.2% | +18.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling