+1,628.1%
CLS vs PAAS
+192.1%
+1,436.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | +0.2% |
| 7D | -22.2% | +8.4% | -30.6% | -23.7% |
| 30D | -44.4% | -7.2% | -37.2% | -43.5% |
| 3M | -34.3% | -14.0% | -20.3% | -32.3% |
| 6M | -50.1% | -26.8% | -23.3% | -46.9% |
| YTD | -30.1% | -19.8% | -10.3% | -27.4% |
| 1Y | -39.3% | +22.8% | -62.2% | -42.1% |
| 3Y | +732.7% | +183.6% | +549.1% | +572.9% |
| 5Y | +1,777.2% | +73.8% | +1,703.4% | +1,495.2% |
| All | +1,628.1% | +192.1% | +1,436.0% | +1,211.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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