+41.1%
CLS vs PSLV
+57.1%
-16.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.2% |
| 7D | +4.6% | -0.6% | +5.2% | +4.8% |
| 30D | -13.9% | +7.3% | -21.2% | -15.9% |
| 3M | -26.6% | -7.4% | -19.1% | -24.8% |
| 6M | +15.4% | -20.3% | +35.7% | +21.8% |
| YTD | +5.7% | -8.2% | +13.9% | +1.0% |
| 1Y | +41.1% | +57.9% | -16.8% | -4.6% |
| All | +41.1% | +57.1% | -16.0% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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