+1,628.1%
CLS vs PLD
+236.3%
+1,391.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.1% |
| 7D | -22.2% | -0.8% | -21.4% | -21.9% |
| 30D | -44.4% | -0.3% | -44.1% | -44.3% |
| 3M | -34.3% | -8.0% | -26.3% | -31.7% |
| 6M | -50.1% | -9.8% | -40.3% | -48.3% |
| YTD | -30.1% | +1.8% | -31.9% | -31.7% |
| 1Y | -39.3% | +5.6% | -44.9% | -41.9% |
| 3Y | +732.7% | +33.3% | +699.5% | +596.2% |
| 5Y | +1,777.2% | +0.3% | +1,776.9% | +1,651.3% |
| All | +1,628.1% | +236.3% | +1,391.8% | +1,055.7% |
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