+1,763.7%
CLS vs PLD
-0.1%
+1,763.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -31.9% |
| 1Y | -39.3% | +5.6% | -44.9% | -42.1% |
| 3Y | +732.7% | +33.3% | +699.5% | +582.2% |
| All | +1,763.7% | -0.1% | +1,763.8% | +1,491.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling