+372.1%
CLS vs PRU
+785.9%
-413.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +1.6% |
| 7D | -22.2% | +2.4% | -24.6% | -23.1% |
| 30D | -44.4% | +6.1% | -50.5% | -46.0% |
| 3M | -34.3% | -0.7% | -33.6% | -34.5% |
| 6M | -50.1% | +22.1% | -72.1% | -54.5% |
| YTD | -30.1% | +9.8% | -39.9% | -34.0% |
| 1Y | -39.3% | +19.4% | -58.7% | -44.7% |
| 3Y | +732.7% | +50.4% | +682.3% | +586.5% |
| 5Y | +1,777.2% | +37.2% | +1,740.0% | +1,504.0% |
| 10Y | +1,645.6% | +119.5% | +1,526.1% | +1,095.9% |
| All | +372.1% | +785.9% | -413.8% | -6.0% |
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 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