+65.7%
DIA vs CLS
+3,233.5%
-3,167.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | -0.2% | +4.6% | -4.8% | -0.7% |
| 30D | -1.5% | -13.9% | +12.4% | -0.3% |
| 3M | +3.8% | -26.6% | +30.3% | +6.2% |
| 6M | +10.3% | +15.4% | -5.1% | +6.5% |
| YTD | +12.1% | +5.7% | +6.4% | +8.7% |
| 1Y | +18.6% | +41.1% | -22.5% | +9.7% |
| 3Y | +60.6% | +1,228.6% | -1,168.0% | -3.1% |
| All | +65.7% | +3,233.5% | -3,167.8% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling