+3,818.9%
CLS vs PSLV
+115.4%
+3,703.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.7% | +6.4% | +5.8% |
| 7D | +12.8% | +2.7% | +10.1% | +12.1% |
| 30D | +3.8% | +3.5% | +0.4% | +3.0% |
| 3M | -14.6% | +0.3% | -14.9% | -14.8% |
| 6M | +32.2% | -21.0% | +53.3% | +39.3% |
| YTD | +11.6% | -8.9% | +20.5% | +11.5% |
| 1Y | +35.1% | +54.0% | -18.9% | +19.6% |
| 3Y | +1,312.5% | +175.4% | +1,137.1% | +1,006.5% |
| 5Y | +3,542.1% | +157.7% | +3,384.4% | +2,757.1% |
| 10Y | +2,944.0% | +184.9% | +2,759.1% | +2,177.9% |
| All | +3,818.9% | +115.4% | +3,703.5% | +2,897.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling