+1,936.2%
CLS vs PM
+259.9%
+1,676.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.1% | +7.4% | +8.2% |
| 7D | +2.8% | -7.1% | +9.8% | +4.8% |
| 30D | -30.1% | -2.8% | -27.3% | -29.7% |
| 3M | -21.7% | +6.3% | -28.1% | -23.4% |
| 6M | -36.2% | +9.6% | -45.9% | -38.8% |
| YTD | -17.8% | +25.6% | -43.4% | -25.2% |
| 1Y | -26.8% | +29.7% | -56.5% | -34.3% |
| 3Y | +853.4% | +147.6% | +705.8% | +500.3% |
| 5Y | +2,005.0% | +160.1% | +1,844.9% | +1,175.4% |
| All | +1,936.2% | +259.9% | +1,676.3% | +1,001.2% |
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