+732.7%
CLS vs PTC
+32.2%
+700.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -22.2% | -0.2% | -21.9% | -22.1% |
| 30D | -44.4% | +0.8% | -45.1% | -44.5% |
| 3M | -34.3% | +32.1% | -66.4% | -39.4% |
| 6M | -50.1% | +42.6% | -92.7% | -56.2% |
| YTD | -30.1% | +12.0% | -42.1% | -28.3% |
| 1Y | -39.3% | +12.2% | -51.5% | -37.7% |
| 3Y | +732.7% | +31.2% | +701.5% | +523.4% |
| All | +732.7% | +32.2% | +700.6% | +523.4% |
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