+235.3%
DIA vs CLS
+2,031.1%
-1,795.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.6% | -4.9% | -1.0% |
| 7D | +1.6% | +23.5% | -21.9% | -1.5% |
| 30D | +1.2% | -28.9% | +30.2% | +5.6% |
| 3M | -2.4% | -25.2% | +22.8% | +0.5% |
| 6M | +5.7% | -32.1% | +37.8% | +8.7% |
| YTD | +9.9% | -14.1% | +24.0% | +7.1% |
| 1Y | +9.8% | -24.1% | +33.9% | +8.3% |
| 3Y | +59.8% | +897.0% | -837.2% | -14.2% |
| 5Y | +57.7% | +2,089.9% | -2,032.2% | -32.5% |
| All | +235.3% | +2,031.1% | -1,795.9% | +16.6% |
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