+1,914.6%
CLS vs PR
+86.0%
+1,828.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.2% | -6.6% | -5.6% |
| 7D | +16.3% | +6.0% | +10.3% | +15.3% |
| 30D | -25.7% | -4.2% | -21.5% | -25.1% |
| 3M | -30.9% | +10.0% | -40.8% | -31.9% |
| 6M | -35.5% | +15.6% | -51.1% | -37.2% |
| YTD | -18.7% | +68.2% | -86.9% | -25.7% |
| 1Y | -17.9% | +79.2% | -97.1% | -25.7% |
| 3Y | +838.1% | +94.9% | +743.2% | +739.7% |
| 5Y | +1,971.9% | +272.8% | +1,699.1% | +1,562.8% |
| All | +1,914.6% | +86.0% | +1,828.6% | +1,288.6% |
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