+2,944.0%
CLS vs PTC
+204.7%
+2,739.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -5.5% | +11.1% | +8.1% |
| 7D | +12.8% | -12.8% | +25.6% | +19.7% |
| 30D | +3.8% | -9.8% | +13.6% | +8.2% |
| 3M | -14.6% | -2.1% | -12.6% | -16.6% |
| 6M | +32.2% | -18.1% | +50.3% | +40.0% |
| YTD | +11.6% | -23.5% | +35.1% | +21.7% |
| 1Y | +35.1% | -37.4% | +72.4% | +63.6% |
| 3Y | +1,312.5% | -7.2% | +1,319.8% | +1,298.6% |
| 5Y | +3,542.1% | +2.7% | +3,539.4% | +3,261.3% |
| 10Y | +2,944.0% | +203.4% | +2,740.6% | +1,734.6% |
| All | +2,944.0% | +204.7% | +2,739.3% | +1,734.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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