+1,767.8%
CLS vs PLD
0.0%
+1,767.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -2.1% | -10.9% | -12.1% |
| 7D | -27.3% | +0.4% | -27.7% | -27.4% |
| 30D | -47.0% | -0.1% | -46.9% | -47.0% |
| 3M | -43.3% | -7.9% | -35.4% | -41.1% |
| 6M | -50.8% | -7.0% | -43.8% | -49.8% |
| YTD | -30.4% | +3.1% | -33.5% | -32.7% |
| 1Y | -41.7% | +7.1% | -48.8% | -44.7% |
| 3Y | +701.4% | +32.9% | +668.5% | +558.4% |
| 5Y | +1,767.8% | +1.5% | +1,766.2% | +1,480.0% |
| All | +1,767.8% | 0.0% | +1,767.8% | +1,480.0% |
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 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