+2,757.7%
CLS vs PCAR
+363.2%
+2,394.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.7% |
| 7D | +4.6% | -0.5% | +5.1% | +5.0% |
| 30D | -13.9% | -6.2% | -7.7% | -10.1% |
| 3M | -26.6% | +5.9% | -32.5% | -29.0% |
| 6M | +15.4% | +0.4% | +15.0% | +15.9% |
| YTD | +5.7% | +14.8% | -9.2% | -2.6% |
| 1Y | +41.1% | +30.1% | +11.0% | +19.5% |
| 3Y | +1,228.6% | +66.7% | +1,161.9% | +839.7% |
| 5Y | +3,240.6% | +166.1% | +3,074.5% | +1,629.9% |
| All | +2,757.7% | +363.2% | +2,394.5% | +1,077.3% |
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