+1,841.8%
CLS vs PR
+147.8%
+1,694.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -4.9% | -8.2% | -12.3% |
| 7D | -27.3% | -16.5% | -10.7% | -25.2% |
| 30D | -47.0% | -4.5% | -42.5% | -46.6% |
| 3M | -43.3% | +8.5% | -51.9% | -44.1% |
| 6M | -50.8% | -3.3% | -47.4% | -50.8% |
| YTD | -30.4% | +55.7% | -86.1% | -35.7% |
| 1Y | -41.7% | +82.0% | -123.7% | -47.4% |
| 3Y | +701.4% | +62.5% | +639.0% | +636.0% |
| 5Y | +1,767.8% | +223.9% | +1,543.8% | +1,427.8% |
| 10Y | +1,636.8% | +64.2% | +1,572.6% | +1,097.5% |
| All | +1,841.8% | +147.8% | +1,694.0% | +1,167.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling