+1,225.8%
CLS vs PM
+117.4%
+1,108.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +0.1% |
| 7D | +4.6% | -4.9% | +9.4% | +2.8% |
| 30D | -13.9% | -3.4% | -10.5% | -14.8% |
| 3M | -26.6% | +5.2% | -31.7% | -24.7% |
| 6M | +15.4% | +3.7% | +11.7% | +18.4% |
| YTD | +5.7% | +15.8% | -10.1% | +12.5% |
| 1Y | +41.1% | +17.4% | +23.7% | +52.0% |
| All | +1,225.8% | +117.4% | +1,108.3% | +1,523.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling