+1,980.9%
CLS vs PTC
+60.7%
+1,920.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.3% |
| 7D | +16.3% | +0.5% | +15.8% | +16.1% |
| 30D | -25.7% | +1.2% | -26.9% | -26.0% |
| 3M | -30.9% | +27.4% | -58.2% | -38.1% |
| 6M | -35.5% | +39.2% | -74.7% | -45.8% |
| YTD | -18.7% | +12.5% | -31.2% | -23.4% |
| 1Y | -17.9% | +12.3% | -30.2% | -22.4% |
| 3Y | +838.1% | +28.8% | +809.3% | +696.5% |
| All | +1,980.9% | +60.7% | +1,920.2% | +1,370.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling