-35.3%
CLS vs PTC
+10.5%
-45.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.4% | +7.4% | +7.9% |
| 7D | -10.6% | +0.8% | -11.4% | -10.5% |
| 30D | -38.4% | +0.7% | -39.2% | -38.4% |
| 3M | -29.9% | +32.6% | -62.5% | -26.4% |
| 6M | -40.6% | +33.6% | -74.2% | -34.8% |
| YTD | -24.6% | +12.4% | -37.0% | -5.0% |
| All | -35.3% | +10.5% | -45.8% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling