+2,849.5%
CLS vs PR
+169.5%
+2,680.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.1% |
| 7D | +4.6% | +2.9% | +1.7% | +4.1% |
| 30D | -13.9% | +18.0% | -31.9% | -16.2% |
| 3M | -26.6% | +16.9% | -43.4% | -28.6% |
| 6M | +15.4% | +28.2% | -12.8% | +10.3% |
| YTD | +5.7% | +69.3% | -63.7% | -3.5% |
| 1Y | +41.1% | +69.5% | -28.4% | +28.6% |
| 3Y | +1,228.6% | +81.7% | +1,146.9% | +1,099.3% |
| 5Y | +3,240.6% | +422.2% | +2,818.4% | +2,482.4% |
| 10Y | +2,760.3% | +110.4% | +2,650.0% | +1,825.4% |
| All | +2,849.5% | +169.5% | +2,680.0% | +1,800.7% |
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