+1,751.5%
CLS vs PM
+228.8%
+1,522.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -2.4% | +10.3% | +8.5% |
| 7D | -10.6% | -7.3% | -3.3% | -8.8% |
| 30D | -38.4% | -4.0% | -34.4% | -37.9% |
| 3M | -29.9% | +2.7% | -32.6% | -30.8% |
| 6M | -40.6% | +14.9% | -55.5% | -44.0% |
| YTD | -24.6% | +23.5% | -48.1% | -31.1% |
| 1Y | -30.8% | +30.4% | -61.1% | -38.1% |
| 3Y | +811.7% | +143.2% | +668.5% | +477.6% |
| 5Y | +1,838.4% | +159.5% | +1,679.0% | +1,072.7% |
| 10Y | +1,751.5% | +234.7% | +1,516.8% | +902.5% |
| All | +1,751.5% | +228.8% | +1,522.7% | +902.5% |
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