+3,596.5%
CLS vs PPG
+522.4%
+3,074.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.4% | +6.1% | +6.3% |
| 7D | +10.9% | -6.2% | +17.2% | +15.1% |
| 30D | +2.1% | -7.9% | +10.0% | +6.9% |
| 3M | -10.2% | -10.2% | 0.0% | -5.1% |
| 6M | +30.4% | +2.7% | +27.7% | +26.8% |
| YTD | +17.2% | +4.9% | +12.3% | +11.3% |
| 1Y | +41.0% | -3.2% | +44.2% | +38.9% |
| 3Y | +1,338.0% | -17.0% | +1,355.0% | +1,420.2% |
| 5Y | +3,860.6% | -23.3% | +3,883.9% | +4,194.7% |
| 10Y | +3,160.1% | +26.4% | +3,133.7% | +2,406.6% |
| All | +3,596.5% | +522.4% | +3,074.1% | +860.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling