+2,288.2%
CLS vs PSA
+3,487.7%
-1,199.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.7% |
| 7D | -13.9% | +0.8% | -14.6% | -14.2% |
| 30D | -38.2% | +15.9% | -54.1% | -42.0% |
| 3M | -28.8% | +4.2% | -33.0% | -30.4% |
| 6M | -40.4% | +10.1% | -50.5% | -43.7% |
| YTD | -24.3% | +33.3% | -57.6% | -33.9% |
| 1Y | -35.0% | +28.2% | -63.3% | -42.5% |
| 3Y | +778.7% | +54.9% | +723.8% | +595.0% |
| 5Y | +1,884.8% | +28.3% | +1,856.5% | +1,577.1% |
| 10Y | +1,761.1% | +134.1% | +1,627.0% | +1,071.4% |
| All | +2,288.2% | +3,487.7% | -1,199.5% | +379.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling