-29.6%
CLS vs PBR
+74.7%
-104.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -7.0% | -2.1% | -8.4% |
| 7D | -21.1% | -11.0% | -10.2% | -20.4% |
| 30D | -38.2% | -18.8% | -19.5% | -37.2% |
| 3M | -36.3% | +7.8% | -44.1% | -36.1% |
| 6M | -43.8% | -7.6% | -36.2% | -43.2% |
| YTD | -20.0% | +72.7% | -92.7% | -23.2% |
| 1Y | -29.6% | +72.9% | -102.5% | -31.9% |
| All | -29.6% | +74.7% | -104.3% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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