+1,249.5%
CLS vs PBR
+101.4%
+1,148.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.7% | -3.0% |
| 7D | +5.0% | +4.2% | +0.7% | +3.9% |
| 30D | +4.8% | +22.7% | -18.0% | -0.6% |
| 3M | -10.4% | +21.5% | -31.9% | -15.1% |
| 6M | +20.8% | +24.0% | -3.2% | +12.7% |
| YTD | +10.0% | +88.2% | -78.2% | -9.8% |
| 1Y | +28.5% | +74.8% | -46.3% | +7.3% |
| All | +1,249.5% | +101.4% | +1,148.0% | +953.4% |
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