-35.3%
CLS vs PLD
+7.3%
-42.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.8% | +5.0% | +7.6% |
| 7D | -10.6% | +0.7% | -11.2% | -10.6% |
| 30D | -38.4% | +0.8% | -39.3% | -38.3% |
| 3M | -29.9% | -6.1% | -23.7% | -29.8% |
| 6M | -40.6% | -8.0% | -32.6% | -40.5% |
| YTD | -24.6% | +4.7% | -29.2% | -26.3% |
| All | -35.3% | +7.3% | -42.7% | -33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling