+2,104.6%
CLS vs PEGA
+423.2%
+1,681.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +1.1% |
| 7D | -22.2% | -4.5% | -17.7% | -21.5% |
| 30D | -44.4% | -5.7% | -38.7% | -44.0% |
| 3M | -34.3% | +2.6% | -36.9% | -35.1% |
| 6M | -50.1% | -10.6% | -39.5% | -49.9% |
| YTD | -30.1% | -45.5% | +15.4% | -24.2% |
| 1Y | -39.3% | -44.8% | +5.4% | -34.3% |
| 3Y | +732.7% | +45.5% | +687.2% | +651.7% |
| 5Y | +1,777.2% | -45.3% | +1,822.5% | +1,821.0% |
| 10Y | +1,645.6% | +102.4% | +1,543.2% | +1,354.1% |
| All | +2,104.6% | +423.2% | +1,681.4% | +1,114.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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