+953.7%
DIA vs CLS
+2,301.8%
-1,348.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.9% | -5.7% | +0.9% |
| 7D | +0.8% | -10.6% | +11.3% | +2.3% |
| 30D | +1.4% | -38.4% | +39.9% | +8.5% |
| 3M | -2.7% | -29.9% | +27.2% | +1.4% |
| 6M | +6.2% | -40.6% | +46.9% | +11.9% |
| YTD | +10.1% | -24.6% | +34.7% | +9.7% |
| 1Y | +13.0% | -30.8% | +43.8% | +13.2% |
| 3Y | +61.9% | +811.7% | -749.9% | -3.2% |
| 5Y | +57.1% | +1,838.4% | -1,781.4% | -19.7% |
| 10Y | +240.9% | +1,751.5% | -1,510.6% | +64.5% |
| All | +953.7% | +2,301.8% | -1,348.1% | +214.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling