+2,944.0%
CLS vs PM
+196.3%
+2,747.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.2% | +4.4% | +5.3% |
| 7D | +12.8% | -1.3% | +14.1% | +13.1% |
| 30D | +3.8% | -2.6% | +6.4% | +4.4% |
| 3M | -14.6% | +5.8% | -20.4% | -16.8% |
| 6M | +32.2% | +10.6% | +21.7% | +25.9% |
| YTD | +11.6% | +17.2% | -5.5% | +3.9% |
| 1Y | +35.1% | +17.6% | +17.4% | +24.7% |
| 3Y | +1,312.5% | +124.3% | +1,188.3% | +824.3% |
| 5Y | +3,542.1% | +125.1% | +3,417.0% | +2,249.3% |
| 10Y | +2,944.0% | +198.6% | +2,745.4% | +1,571.8% |
| All | +2,944.0% | +196.3% | +2,747.7% | +1,571.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 10y: compounded portfolio wealth divided by compounded PM 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…
10y analysis · Full analysis span regression · 6 months rolling