+838.1%
CLS vs PBR
+69.2%
+768.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -5.7% |
| 7D | +16.3% | -1.0% | +17.3% | +16.5% |
| 30D | -25.7% | -29.3% | +3.6% | -19.8% |
| 3M | -30.9% | +5.5% | -36.4% | -32.4% |
| 6M | -35.5% | -2.9% | -32.6% | -35.8% |
| YTD | -18.7% | +61.5% | -80.2% | -31.7% |
| 1Y | -17.9% | +46.9% | -64.8% | -28.9% |
| 3Y | +838.1% | +66.4% | +771.7% | +637.5% |
| All | +838.1% | +69.2% | +768.9% | +637.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling