-17.9%
CLS vs PRU
+20.9%
-38.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -5.2% |
| 7D | +16.3% | +3.6% | +12.7% | +16.9% |
| 30D | -25.7% | +8.9% | -34.5% | -24.2% |
| 3M | -30.9% | +0.2% | -31.0% | -29.8% |
| 6M | -35.5% | +23.7% | -59.2% | -33.6% |
| YTD | -18.7% | +13.7% | -32.4% | -20.6% |
| 1Y | -17.9% | +20.6% | -38.5% | -20.9% |
| All | -17.9% | +20.9% | -38.8% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 1y: compounded portfolio wealth divided by compounded PRU 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…
1y analysis · Full analysis span regression · 6 months rolling