-29.6%
CLS vs PSA
+28.0%
-57.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +2.8% | -11.9% | -8.2% |
| 7D | -21.1% | +10.5% | -31.7% | -18.8% |
| 30D | -38.2% | +21.7% | -59.9% | -35.2% |
| 3M | -36.3% | +6.1% | -42.4% | -34.9% |
| 6M | -43.8% | +18.3% | -62.1% | -43.6% |
| YTD | -20.0% | +36.1% | -56.1% | -19.6% |
| 1Y | -29.6% | +29.3% | -58.9% | -30.4% |
| All | -29.6% | +28.0% | -57.6% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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