+3,860.6%
CLS vs PBR
+552.2%
+3,308.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.8% | +7.4% | +6.7% |
| 7D | +10.9% | +5.4% | +5.6% | +9.7% |
| 30D | +2.1% | +22.9% | -20.8% | -2.8% |
| 3M | -10.2% | +19.6% | -29.8% | -14.2% |
| 6M | +30.4% | +16.5% | +13.9% | +24.7% |
| YTD | +17.2% | +86.7% | -69.4% | -0.4% |
| 1Y | +41.0% | +74.7% | -33.7% | +21.4% |
| 3Y | +1,338.0% | +102.6% | +1,235.4% | +1,078.2% |
| All | +3,860.6% | +552.2% | +3,308.4% | +1,997.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling