+838.1%
CLS vs PTC
+29.1%
+809.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | +16.3% | +0.5% | +15.8% | +16.2% |
| 30D | -25.7% | +1.2% | -26.9% | -25.9% |
| 3M | -30.9% | +27.4% | -58.2% | -35.2% |
| 6M | -35.5% | +39.2% | -74.7% | -42.1% |
| YTD | -18.7% | +12.5% | -31.2% | -16.7% |
| 1Y | -17.9% | +12.3% | -30.2% | -15.6% |
| 3Y | +838.1% | +28.8% | +809.3% | +633.3% |
| All | +838.1% | +29.1% | +809.0% | +633.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling