+732.7%
CLS vs PR
+64.2%
+668.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | -0.3% |
| 7D | -22.2% | -16.4% | -5.8% | -15.8% |
| 30D | -44.4% | -1.9% | -42.5% | -43.9% |
| 3M | -34.3% | +8.0% | -42.2% | -37.0% |
| 6M | -50.1% | +4.1% | -54.2% | -51.8% |
| YTD | -30.1% | +58.7% | -88.8% | -48.1% |
| 1Y | -39.3% | +75.8% | -115.2% | -57.8% |
| 3Y | +732.7% | +73.2% | +659.6% | +468.0% |
| All | +732.7% | +64.2% | +668.5% | +468.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling