+2,277.8%
CLS vs PEG
+1,292.5%
+985.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.3% | +4.5% | +6.4% |
| 7D | -10.6% | +0.9% | -11.4% | -10.9% |
| 30D | -38.4% | +3.8% | -42.3% | -39.6% |
| 3M | -29.9% | +0.1% | -29.9% | -30.0% |
| 6M | -40.6% | -1.0% | -39.7% | -40.8% |
| YTD | -24.6% | -4.1% | -20.5% | -23.8% |
| 1Y | -30.8% | -6.9% | -23.9% | -29.1% |
| 3Y | +811.7% | +35.6% | +776.1% | +703.1% |
| 5Y | +1,838.4% | +42.8% | +1,795.7% | +1,556.1% |
| 10Y | +1,751.5% | +160.2% | +1,591.3% | +1,143.4% |
| All | +2,277.8% | +1,292.5% | +985.3% | +967.8% |
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