+3,231.7%
CLS vs PTC
+101.0%
+3,130.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.0% | +6.8% | +2.8% |
| 7D | +4.6% | -10.3% | +14.8% | +8.3% |
| 30D | -13.9% | +1.1% | -15.0% | -14.7% |
| 3M | -26.6% | +1.6% | -28.2% | -28.5% |
| 6M | +15.4% | -13.5% | +28.9% | +17.8% |
| YTD | +5.7% | -19.1% | +24.7% | +9.9% |
| 1Y | +41.1% | -33.9% | +75.0% | +57.2% |
| 3Y | +1,228.6% | -3.9% | +1,232.5% | +1,215.3% |
| 5Y | +3,240.6% | +6.0% | +3,234.6% | +3,074.5% |
| 10Y | +2,760.3% | +223.7% | +2,536.6% | +1,746.8% |
| All | +3,231.7% | +101.0% | +3,130.7% | +1,204.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling