+3,860.6%
CLS vs PNR
-21.7%
+3,882.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.3% | +6.8% | +6.7% |
| 7D | +10.9% | -6.0% | +17.0% | +15.1% |
| 30D | +2.1% | -14.0% | +16.1% | +11.5% |
| 3M | -10.2% | -21.7% | +11.5% | +2.2% |
| 6M | +30.4% | -37.3% | +67.7% | +72.9% |
| YTD | +17.2% | -45.1% | +62.4% | +66.4% |
| 1Y | +41.0% | -49.1% | +90.2% | +110.8% |
| 3Y | +1,338.0% | -14.8% | +1,352.8% | +1,445.8% |
| All | +3,860.6% | -21.7% | +3,882.3% | +4,126.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 5y: compounded portfolio wealth divided by compounded PNR 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…
5y analysis · Full analysis span regression · 6 months rolling