+1,980.9%
CLS vs PCAR
+114.3%
+1,866.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.6% |
| 7D | +16.3% | +4.9% | +11.3% | +12.8% |
| 30D | -25.7% | -1.4% | -24.2% | -25.1% |
| 3M | -30.9% | -18.1% | -12.7% | -21.3% |
| 6M | -35.5% | -4.0% | -31.5% | -34.1% |
| YTD | -18.7% | -1.5% | -17.2% | -17.7% |
| 1Y | -17.9% | +13.2% | -31.1% | -24.2% |
| 3Y | +838.1% | +35.8% | +802.3% | +624.6% |
| All | +1,980.9% | +114.3% | +1,866.6% | +961.1% |
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