+2,609.7%
CLS vs PTC
+179.7%
+2,429.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | +23.5% | +0.8% | +22.7% | +23.2% |
| 30D | -28.9% | +1.2% | -30.1% | -29.2% |
| 3M | -25.2% | +32.6% | -57.8% | -33.6% |
| 6M | -32.1% | +36.1% | -68.2% | -41.4% |
| YTD | -14.1% | +12.7% | -26.7% | -21.8% |
| 1Y | -24.1% | +10.2% | -34.2% | -30.3% |
| 3Y | +897.0% | +29.4% | +867.5% | +772.4% |
| 5Y | +2,089.9% | +61.1% | +2,028.8% | +1,673.5% |
| 10Y | +2,022.2% | +317.1% | +1,705.1% | +1,130.1% |
| All | +2,609.7% | +179.7% | +2,429.9% | +828.2% |
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