+728.5%
CLS vs PCAR
+34.2%
+694.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -1.6% | -11.5% | -12.1% |
| 7D | -27.3% | +2.2% | -29.4% | -28.4% |
| 30D | -47.0% | -4.4% | -42.6% | -45.7% |
| 3M | -43.3% | -21.4% | -21.9% | -34.1% |
| 6M | -50.8% | -7.3% | -43.4% | -48.5% |
| YTD | -30.4% | -3.8% | -26.7% | -28.1% |
| 1Y | -41.7% | +6.3% | -48.0% | -42.9% |
| All | +728.5% | +34.2% | +694.3% | +464.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling