+811.7%
CLS vs PPL
+53.7%
+758.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.3% | +8.1% | +7.8% |
| 7D | -10.6% | -1.2% | -9.3% | -10.8% |
| 30D | -38.4% | +4.2% | -42.7% | -37.6% |
| 3M | -29.9% | +1.5% | -31.4% | -29.4% |
| 6M | -40.6% | +1.0% | -41.7% | -40.1% |
| YTD | -24.6% | +4.4% | -29.0% | -23.2% |
| 1Y | -30.8% | +0.8% | -31.5% | -30.0% |
| 3Y | +811.7% | +56.5% | +755.3% | +891.1% |
| All | +811.7% | +53.7% | +758.0% | +891.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling