+3,231.7%
CLS vs PLD
+1,542.3%
+1,689.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | +4.6% | -2.4% | +7.0% | +5.7% |
| 30D | -13.9% | -2.4% | -11.5% | -12.9% |
| 3M | -26.6% | -3.8% | -22.8% | -26.0% |
| 6M | +15.4% | 0.0% | +15.4% | +14.5% |
| YTD | +5.7% | +9.2% | -3.6% | +0.9% |
| 1Y | +41.1% | +25.9% | +15.2% | +27.0% |
| 3Y | +1,228.6% | +21.3% | +1,207.3% | +1,094.6% |
| 5Y | +3,240.6% | +14.1% | +3,226.5% | +2,938.9% |
| 10Y | +2,760.3% | +237.9% | +2,522.5% | +1,561.7% |
| All | +3,231.7% | +1,542.3% | +1,689.4% | +670.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling