+3,144.6%
CLS vs PM
+824.3%
+2,320.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.2% |
| 7D | -22.2% | -5.2% | -16.9% | -20.3% |
| 30D | -44.4% | +2.7% | -47.1% | -45.2% |
| 3M | -34.3% | +5.2% | -39.5% | -36.3% |
| 6M | -50.1% | +17.0% | -67.1% | -54.5% |
| YTD | -30.1% | +25.5% | -55.6% | -39.1% |
| 1Y | -39.3% | +35.5% | -74.9% | -49.3% |
| 3Y | +732.7% | +143.9% | +588.8% | +373.8% |
| 5Y | +1,777.2% | +161.8% | +1,615.4% | +911.0% |
| 10Y | +1,645.6% | +235.9% | +1,409.7% | +673.9% |
| All | +3,144.6% | +824.3% | +2,320.3% | +542.5% |
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