+774.9%
CLS vs PRU
+54.6%
+720.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.4% | +5.5% | +7.0% |
| 7D | -10.6% | +3.2% | -13.7% | -11.5% |
| 30D | -38.4% | +7.9% | -46.4% | -40.3% |
| 3M | -29.9% | +1.8% | -31.7% | -30.4% |
| 6M | -40.6% | +24.1% | -64.8% | -46.4% |
| YTD | -24.6% | +12.4% | -37.0% | -29.2% |
| 1Y | -30.8% | +20.9% | -51.7% | -37.8% |
| All | +774.9% | +54.6% | +720.3% | +497.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling