+3,860.6%
CLS vs PPG
-24.1%
+3,884.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.4% | +6.1% | +6.4% |
| 7D | +10.9% | -6.2% | +17.2% | +14.4% |
| 30D | +2.1% | -7.9% | +10.0% | +6.1% |
| 3M | -10.2% | -10.2% | 0.0% | -6.0% |
| 6M | +30.4% | +2.7% | +27.7% | +27.3% |
| YTD | +17.2% | +4.9% | +12.3% | +11.7% |
| 1Y | +41.0% | -3.2% | +44.2% | +39.4% |
| 3Y | +1,338.0% | -17.0% | +1,355.0% | +1,399.1% |
| All | +3,860.6% | -24.1% | +3,884.6% | +4,212.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling