+1,628.1%
CLS vs PR
+66.0%
+1,562.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.2% |
| 7D | -22.2% | -16.4% | -5.8% | -19.9% |
| 30D | -44.4% | -1.9% | -42.5% | -44.2% |
| 3M | -34.3% | +8.0% | -42.2% | -35.2% |
| 6M | -50.1% | +4.1% | -54.2% | -50.6% |
| YTD | -30.1% | +58.7% | -88.8% | -35.6% |
| 1Y | -39.3% | +75.8% | -115.2% | -45.0% |
| 3Y | +732.7% | +73.2% | +659.6% | +657.8% |
| 5Y | +1,777.2% | +230.1% | +1,547.1% | +1,430.3% |
| All | +1,628.1% | +66.0% | +1,562.0% | +1,100.6% |
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