-35.3%
CLS vs PCAR
+9.3%
-44.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.7% | +4.2% | +5.3% |
| 7D | -10.6% | +2.9% | -13.5% | -12.3% |
| 30D | -38.4% | -2.1% | -36.3% | -37.5% |
| 3M | -29.9% | -20.4% | -9.5% | -16.6% |
| 6M | -40.6% | -7.0% | -33.7% | -37.3% |
| YTD | -24.6% | -2.6% | -21.9% | -19.9% |
| All | -35.3% | +9.3% | -44.6% | -30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling