+2,005.0%
CLS vs PRU
+43.3%
+1,961.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.2% | +8.7% | +8.6% |
| 7D | +2.8% | -2.8% | +5.6% | +4.5% |
| 30D | -30.1% | +8.5% | -38.6% | -33.5% |
| 3M | -21.7% | +1.7% | -23.5% | -22.9% |
| 6M | -36.2% | +24.8% | -61.0% | -44.6% |
| YTD | -17.8% | +13.3% | -31.1% | -25.3% |
| 1Y | -26.8% | +21.4% | -48.2% | -36.4% |
| 3Y | +853.4% | +54.8% | +798.6% | +578.1% |
| 5Y | +2,005.0% | +42.4% | +1,962.7% | +1,455.1% |
| All | +2,005.0% | +43.3% | +1,961.8% | +1,455.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling