+2,609.7%
CLS vs PEG
+1,288.2%
+1,321.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.7% | +3.9% | +4.3% |
| 7D | +23.5% | +2.3% | +21.2% | +22.4% |
| 30D | -28.9% | +6.1% | -35.1% | -30.9% |
| 3M | -25.2% | -0.5% | -24.7% | -25.2% |
| 6M | -32.1% | -3.2% | -28.9% | -31.7% |
| YTD | -14.1% | -4.4% | -9.6% | -13.1% |
| 1Y | -24.1% | -7.4% | -16.7% | -22.0% |
| 3Y | +897.0% | +33.9% | +863.0% | +782.7% |
| 5Y | +2,089.9% | +42.3% | +2,047.6% | +1,773.7% |
| 10Y | +2,022.2% | +166.4% | +1,855.9% | +1,313.1% |
| All | +2,609.7% | +1,288.2% | +1,321.4% | +1,118.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling