+1,753.0%
CLS vs PR
+63.5%
+1,689.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.1% | +8.9% | +8.0% |
| 7D | -10.6% | -12.4% | +1.8% | -8.6% |
| 30D | -38.4% | -6.6% | -31.9% | -37.8% |
| 3M | -29.9% | +7.5% | -37.4% | -30.7% |
| 6M | -40.6% | +10.8% | -51.4% | -41.9% |
| YTD | -24.6% | +57.0% | -81.6% | -30.4% |
| 1Y | -30.8% | +67.9% | -98.7% | -36.8% |
| 3Y | +811.7% | +87.6% | +724.2% | +721.3% |
| 5Y | +1,838.4% | +220.4% | +1,618.1% | +1,485.9% |
| All | +1,753.0% | +63.5% | +1,689.5% | +1,185.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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