+1,929.4%
CLS vs PCAR
+290.1%
+1,639.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.4% | +6.1% | +7.0% |
| 7D | +2.8% | +2.2% | +0.6% | +1.6% |
| 30D | -30.1% | +0.3% | -30.4% | -30.4% |
| 3M | -21.7% | -17.9% | -3.8% | -11.6% |
| 6M | -36.2% | -3.4% | -32.8% | -35.2% |
| YTD | -17.8% | -0.1% | -17.7% | -17.7% |
| 1Y | -26.8% | +13.4% | -40.2% | -32.4% |
| 3Y | +853.4% | +37.2% | +816.2% | +656.1% |
| 5Y | +2,005.0% | +117.3% | +1,887.7% | +1,124.5% |
| 10Y | +1,929.4% | +295.0% | +1,634.4% | +802.7% |
| All | +1,929.4% | +290.1% | +1,639.3% | +802.7% |
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