+3,038.3%
CLS vs PSA
+98.4%
+2,939.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.7% |
| 7D | +20.1% | -2.2% | +22.3% | +20.8% |
| 30D | +6.0% | -9.6% | +15.6% | +8.8% |
| 3M | -10.3% | -7.9% | -2.4% | -8.9% |
| 6M | +24.5% | -2.0% | +26.5% | +23.9% |
| YTD | +12.9% | +15.7% | -2.9% | +6.7% |
| 1Y | +36.7% | +5.8% | +30.9% | +32.3% |
| 3Y | +1,328.1% | +21.6% | +1,306.5% | +1,179.2% |
| 5Y | +3,682.3% | +13.1% | +3,669.2% | +3,336.5% |
| 10Y | +3,038.3% | +101.3% | +2,937.0% | +2,295.9% |
| All | +3,038.3% | +98.4% | +2,939.9% | +2,295.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling