+2,093.5%
CLS vs PPL
+1,027.3%
+1,066.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | +0.8% | -13.8% | -13.3% |
| 7D | -27.3% | +1.0% | -28.3% | -27.6% |
| 30D | -47.0% | +6.8% | -53.9% | -48.5% |
| 3M | -43.3% | +3.9% | -47.2% | -44.3% |
| 6M | -50.8% | -2.0% | -48.7% | -50.8% |
| YTD | -30.4% | +5.3% | -35.7% | -32.6% |
| 1Y | -41.7% | +2.2% | -43.9% | -42.9% |
| 3Y | +701.4% | +56.7% | +644.7% | +541.7% |
| 5Y | +1,767.8% | +49.1% | +1,718.7% | +1,414.1% |
| 10Y | +1,636.8% | +63.6% | +1,573.2% | +1,240.8% |
| All | +2,093.5% | +1,027.3% | +1,066.2% | +1,037.5% |
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