+3.7%
PEP vs CLS
-28.7%
+32.4%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -9.1% | +12.8% | +3.2% |
| 7D | +7.4% | -21.1% | +28.5% | +6.1% |
| 30D | +13.3% | -38.2% | +51.6% | +11.0% |
| 3M | +3.5% | -36.3% | +39.8% | +1.7% |
| 6M | -5.9% | -43.8% | +37.9% | -7.3% |
| YTD | +2.3% | -20.0% | +22.3% | +0.8% |
| 1Y | +3.7% | -29.6% | +33.3% | +2.1% |
| All | +3.7% | -28.7% | +32.4% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 1y: compounded portfolio wealth divided by compounded CLS 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…
1y analysis · Full analysis span regression · 6 months rolling