+3,231.7%
CLS vs PEG
+1,255.5%
+1,976.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | +4.6% | +0.7% | +3.9% | +4.3% |
| 30D | -13.9% | -2.4% | -11.5% | -12.9% |
| 3M | -26.6% | -4.8% | -21.8% | -25.3% |
| 6M | +15.4% | -10.7% | +26.1% | +20.6% |
| YTD | +5.7% | -6.7% | +12.3% | +8.2% |
| 1Y | +41.1% | -6.8% | +48.0% | +44.4% |
| 3Y | +1,228.6% | +34.5% | +1,194.1% | +1,076.0% |
| 5Y | +3,240.6% | +35.8% | +3,204.9% | +2,817.6% |
| 10Y | +2,760.3% | +141.7% | +2,618.6% | +1,878.4% |
| All | +3,231.7% | +1,255.5% | +1,976.3% | +1,417.4% |
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