-29.6%
CLS vs PPG
+38.5%
-68.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +5.0% | -14.0% | -10.1% |
| 7D | -21.1% | +7.5% | -28.6% | -22.8% |
| 30D | -38.2% | +20.9% | -59.1% | -41.5% |
| 3M | -36.3% | +8.7% | -45.0% | -37.9% |
| 6M | -43.8% | +23.8% | -67.7% | -47.6% |
| YTD | -20.0% | +26.5% | -46.6% | -21.1% |
| 1Y | -29.6% | +37.6% | -67.2% | -24.3% |
| All | -29.6% | +38.5% | -68.0% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling