+1,751.5%
CLS vs PCAR
+326.7%
+1,424.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.7% | +4.2% | +5.5% |
| 7D | -10.6% | +2.9% | -13.5% | -12.3% |
| 30D | -38.4% | -2.1% | -36.3% | -37.8% |
| 3M | -29.9% | -20.4% | -9.5% | -19.3% |
| 6M | -40.6% | -7.0% | -33.7% | -38.2% |
| YTD | -24.6% | -2.6% | -21.9% | -23.3% |
| 1Y | -30.8% | +9.8% | -40.6% | -34.8% |
| 3Y | +811.7% | +37.3% | +774.5% | +623.0% |
| 5Y | +1,838.4% | +116.4% | +1,722.0% | +1,032.7% |
| 10Y | +1,751.5% | +293.0% | +1,458.5% | +741.6% |
| All | +1,751.5% | +326.7% | +1,424.8% | +741.6% |
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