+240.9%
DIA vs CLS
+1,765.4%
-1,524.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.9% | -5.7% | +1.0% |
| 7D | +0.8% | -10.6% | +11.3% | +2.1% |
| 30D | +1.4% | -38.4% | +39.9% | +8.0% |
| 3M | -2.7% | -29.9% | +27.2% | +1.1% |
| 6M | +6.2% | -40.6% | +46.9% | +11.5% |
| YTD | +10.1% | -24.6% | +34.7% | +9.4% |
| 1Y | +13.0% | -30.8% | +43.8% | +12.8% |
| 3Y | +61.9% | +811.7% | -749.9% | -12.2% |
| 5Y | +57.1% | +1,838.4% | -1,781.4% | -31.6% |
| 10Y | +240.9% | +1,751.5% | -1,510.6% | +21.0% |
| All | +240.9% | +1,765.4% | -1,524.6% | +21.0% |
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