+1,751.5%
CLS vs PPL
+62.1%
+1,689.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.3% | +8.1% | +8.0% |
| 7D | -10.6% | -1.2% | -9.3% | -10.2% |
| 30D | -38.4% | +4.2% | -42.7% | -39.7% |
| 3M | -29.9% | +1.5% | -31.4% | -30.5% |
| 6M | -40.6% | +1.0% | -41.7% | -41.4% |
| YTD | -24.6% | +4.4% | -29.0% | -27.1% |
| 1Y | -30.8% | +0.8% | -31.5% | -32.0% |
| 3Y | +811.7% | +56.5% | +755.3% | +588.0% |
| 5Y | +1,838.4% | +47.7% | +1,790.8% | +1,387.1% |
| 10Y | +1,751.5% | +64.4% | +1,687.1% | +1,254.0% |
| All | +1,751.5% | +62.1% | +1,689.4% | +1,254.0% |
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