+3,154.0%
CLS vs PSLV
+190.6%
+2,963.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.3% | +6.3% | +6.5% |
| 7D | +10.9% | -3.5% | +14.4% | +12.2% |
| 30D | +2.1% | -2.1% | +4.2% | +2.8% |
| 3M | -10.2% | -1.6% | -8.5% | -9.9% |
| 6M | +30.4% | -25.5% | +55.9% | +41.9% |
| YTD | +17.2% | -11.4% | +28.6% | +16.8% |
| 1Y | +41.0% | +48.6% | -7.6% | +17.8% |
| 3Y | +1,338.0% | +166.9% | +1,171.1% | +898.9% |
| 5Y | +3,860.6% | +152.4% | +3,708.2% | +2,638.0% |
| All | +3,154.0% | +190.6% | +2,963.4% | +1,853.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling