-17.9%
CLS vs PPL
+0.2%
-18.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -4.9% |
| 7D | +16.3% | -0.4% | +16.6% | +16.3% |
| 30D | -25.7% | +2.6% | -28.3% | -25.0% |
| 3M | -30.9% | +0.8% | -31.7% | -30.5% |
| 6M | -35.5% | +1.4% | -36.9% | -34.9% |
| YTD | -18.7% | +4.3% | -23.0% | -19.2% |
| 1Y | -17.9% | +0.8% | -18.7% | -16.8% |
| All | -17.9% | +0.2% | -18.1% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling