+2,029.3%
CLS vs PR
+83.7%
+1,945.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.0% | +2.6% | +4.3% |
| 7D | +23.5% | +6.7% | +16.8% | +22.3% |
| 30D | -28.9% | -6.1% | -22.8% | -28.2% |
| 3M | -25.2% | +6.9% | -32.0% | -26.0% |
| 6M | -32.1% | +14.6% | -46.7% | -33.8% |
| YTD | -14.1% | +66.1% | -80.2% | -21.3% |
| 1Y | -24.1% | +77.0% | -101.1% | -31.2% |
| 3Y | +897.0% | +93.8% | +803.1% | +793.4% |
| 5Y | +2,089.9% | +268.2% | +1,821.7% | +1,661.0% |
| All | +2,029.3% | +83.7% | +1,945.6% | +1,370.6% |
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