+3,231.7%
CLS vs PPL
+990.3%
+2,241.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +4.6% | +2.7% | +1.9% | +3.6% |
| 30D | -13.9% | +0.5% | -14.4% | -14.0% |
| 3M | -26.6% | +0.7% | -27.2% | -27.1% |
| 6M | +15.4% | -7.6% | +23.0% | +18.1% |
| YTD | +5.7% | +1.8% | +3.8% | +4.0% |
| 1Y | +41.1% | -0.8% | +41.9% | +39.8% |
| 3Y | +1,228.6% | +56.9% | +1,171.7% | +963.2% |
| 5Y | +3,240.6% | +39.5% | +3,201.1% | +2,690.9% |
| 10Y | +2,760.3% | +55.4% | +2,705.0% | +2,156.9% |
| All | +3,231.7% | +990.3% | +2,241.4% | +1,656.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling