+1,628.1%
CLS vs PCAR
+296.2%
+1,331.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +2.0% |
| 7D | -22.2% | +0.1% | -22.2% | -22.4% |
| 30D | -44.4% | -4.6% | -39.8% | -43.0% |
| 3M | -34.3% | -22.6% | -11.7% | -23.2% |
| 6M | -50.1% | -12.0% | -38.1% | -46.2% |
| YTD | -30.1% | -6.1% | -24.0% | -27.3% |
| 1Y | -39.3% | +6.3% | -45.7% | -41.7% |
| 3Y | +732.7% | +31.8% | +700.9% | +577.8% |
| 5Y | +1,777.2% | +104.2% | +1,673.0% | +1,039.3% |
| All | +1,628.1% | +296.2% | +1,331.9% | +717.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 10y: compounded portfolio wealth divided by compounded PCAR 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…
10y analysis · Full analysis span regression · 6 months rolling