-39.3%
CLS vs PLD
+5.4%
-44.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.5% |
| 7D | -22.2% | -0.8% | -21.4% | -22.0% |
| 30D | -44.4% | -0.3% | -44.1% | -44.1% |
| 3M | -34.3% | -8.0% | -26.3% | -34.2% |
| 6M | -50.1% | -9.8% | -40.3% | -50.1% |
| YTD | -30.1% | +1.8% | -31.9% | -30.2% |
| 1Y | -39.3% | +5.6% | -44.9% | -35.1% |
| All | -39.3% | +5.4% | -44.8% | -35.1% |
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