-26.8%
CLS vs PAAS
+5.1%
-31.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.4% | +9.9% | +9.1% |
| 7D | +2.8% | -5.2% | +7.9% | +5.0% |
| 30D | -30.1% | -13.9% | -16.2% | -25.6% |
| 3M | -21.7% | -23.8% | +2.0% | -13.1% |
| 6M | -36.2% | -36.4% | +0.2% | -24.6% |
| YTD | -17.8% | -23.4% | +5.5% | -12.2% |
| 1Y | -26.8% | +5.6% | -32.4% | -34.2% |
| All | -26.8% | +5.1% | -31.9% | -34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling