+1,929.4%
CLS vs PPL
+65.2%
+1,864.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.0% | +9.5% | +8.9% |
| 7D | +2.8% | -1.0% | +3.7% | +3.1% |
| 30D | -30.1% | +3.0% | -33.1% | -31.2% |
| 3M | -21.7% | +1.1% | -22.9% | -22.4% |
| 6M | -36.2% | -0.8% | -35.5% | -36.6% |
| YTD | -17.8% | +3.5% | -21.3% | -20.3% |
| 1Y | -26.8% | -0.9% | -25.9% | -27.6% |
| 3Y | +853.4% | +54.2% | +799.2% | +624.0% |
| 5Y | +2,005.0% | +46.3% | +1,958.7% | +1,520.6% |
| 10Y | +1,929.4% | +65.0% | +1,864.4% | +1,389.7% |
| All | +1,929.4% | +65.2% | +1,864.2% | +1,389.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling