-41.5%
CLS vs PEG
-1.2%
-40.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.3% | +4.5% | +8.6% |
| 7D | -10.6% | +0.9% | -11.4% | -10.7% |
| 30D | -38.4% | +3.8% | -42.3% | -37.7% |
| 3M | -29.9% | +0.1% | -29.9% | -31.0% |
| All | -41.5% | -1.2% | -40.3% | -43.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling