+3,616.8%
CLS vs PSLV
+148.4%
+3,468.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.3% | +2.8% | -0.7% |
| 7D | +5.0% | -4.9% | +9.8% | +6.8% |
| 30D | +4.8% | -1.9% | +6.7% | +5.5% |
| 3M | -10.4% | +4.2% | -14.6% | -11.8% |
| 6M | +20.8% | -27.6% | +48.4% | +32.9% |
| YTD | +10.0% | -11.7% | +21.7% | +8.7% |
| 1Y | +28.5% | +49.3% | -20.8% | +3.2% |
| 3Y | +1,292.2% | +167.1% | +1,125.1% | +815.1% |
| 5Y | +3,616.8% | +151.7% | +3,465.1% | +2,265.5% |
| All | +3,616.8% | +148.4% | +3,468.4% | +2,265.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling