+1,914.6%
CLS vs PLD
+268.4%
+1,646.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | +16.3% | +1.3% | +14.9% | +15.6% |
| 30D | -25.7% | -1.4% | -24.3% | -25.2% |
| 3M | -30.9% | -8.2% | -22.7% | -28.1% |
| 6M | -35.5% | -8.0% | -27.5% | -33.7% |
| YTD | -18.7% | +3.2% | -21.8% | -21.1% |
| 1Y | -17.9% | +7.0% | -24.9% | -21.8% |
| 3Y | +838.1% | +38.3% | +799.8% | +670.0% |
| 5Y | +1,971.9% | +0.2% | +1,971.7% | +1,833.7% |
| All | +1,914.6% | +268.4% | +1,646.2% | +1,204.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 10y: compounded portfolio wealth divided by compounded PLD 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…
10y analysis · Full analysis span regression · 6 months rolling