+4,803.5%
CLS vs PM
+752.6%
+4,050.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.6% |
| 7D | +4.6% | -4.9% | +9.4% | +6.7% |
| 30D | -13.9% | -3.4% | -10.5% | -12.9% |
| 3M | -26.6% | +5.2% | -31.7% | -29.3% |
| 6M | +15.4% | +3.7% | +11.7% | +10.5% |
| YTD | +5.7% | +15.8% | -10.1% | -4.3% |
| 1Y | +41.1% | +17.4% | +23.7% | +25.7% |
| 3Y | +1,228.6% | +116.9% | +1,111.7% | +702.5% |
| 5Y | +3,240.6% | +117.3% | +3,123.3% | +1,888.5% |
| 10Y | +2,760.3% | +193.8% | +2,566.6% | +1,263.3% |
| All | +4,803.5% | +752.6% | +4,050.8% | +910.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling