+4.4%
PEP vs CLS
+1,955.9%
-1,951.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.4% | +7.6% | +2.0% |
| 7D | +2.9% | +16.3% | -13.4% | +3.5% |
| 30D | +12.5% | -25.7% | +38.2% | +11.6% |
| 3M | +4.5% | -30.9% | +35.4% | +3.6% |
| 6M | -0.5% | -35.5% | +35.0% | -1.2% |
| YTD | +4.4% | -18.7% | +23.1% | +4.3% |
| 1Y | +4.4% | -17.9% | +22.3% | +4.4% |
| 3Y | -3.4% | +838.1% | -841.5% | -7.1% |
| All | +4.4% | +1,955.9% | -1,951.5% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling