+369.7%
CLS vs PRU
+809.8%
-440.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -3.3% | -9.7% | -11.7% |
| 7D | -27.3% | +4.8% | -32.1% | -28.8% |
| 30D | -47.0% | +7.9% | -54.9% | -48.9% |
| 3M | -43.3% | +3.1% | -46.4% | -44.4% |
| 6M | -50.8% | +25.2% | -76.0% | -55.6% |
| YTD | -30.4% | +12.7% | -43.2% | -35.1% |
| 1Y | -41.7% | +23.5% | -65.2% | -47.6% |
| 3Y | +701.4% | +50.6% | +650.8% | +560.6% |
| 5Y | +1,767.8% | +40.9% | +1,726.9% | +1,479.4% |
| 10Y | +1,636.8% | +125.5% | +1,511.4% | +1,077.6% |
| All | +369.7% | +809.8% | -440.1% | -7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling