+811.7%
CLS vs PEG
+33.8%
+777.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.3% | +4.5% | +5.8% |
| 7D | -10.6% | +0.9% | -11.4% | -11.1% |
| 30D | -38.4% | +3.8% | -42.3% | -40.1% |
| 3M | -29.9% | +0.1% | -29.9% | -30.0% |
| 6M | -40.6% | -1.0% | -39.7% | -41.2% |
| YTD | -24.6% | -4.1% | -20.5% | -23.8% |
| 1Y | -30.8% | -6.9% | -23.9% | -28.2% |
| 3Y | +811.7% | +35.6% | +776.1% | +827.1% |
| All | +811.7% | +33.8% | +777.9% | +827.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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