+1,763.7%
CLS vs PCAR
+101.4%
+1,662.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +2.1% |
| 7D | -22.2% | +0.1% | -22.2% | -22.4% |
| 30D | -44.4% | -4.6% | -39.8% | -42.9% |
| 3M | -34.3% | -22.6% | -11.7% | -22.6% |
| 6M | -50.1% | -12.0% | -38.1% | -46.0% |
| YTD | -30.1% | -6.1% | -24.0% | -27.0% |
| 1Y | -39.3% | +6.3% | -45.7% | -41.6% |
| 3Y | +732.7% | +31.8% | +700.9% | +556.2% |
| All | +1,763.7% | +101.4% | +1,662.3% | +886.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling