+4.7%
PEP vs CLS
+3,233.5%
-3,228.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.6% |
| 7D | -1.4% | +4.6% | -6.0% | -1.3% |
| 30D | +0.2% | -13.9% | +14.1% | -0.1% |
| 3M | -1.1% | -26.6% | +25.5% | -1.6% |
| 6M | -13.5% | +15.4% | -28.9% | -13.0% |
| YTD | -1.2% | +5.7% | -6.8% | -0.8% |
| 1Y | -1.6% | +41.1% | -42.7% | -0.4% |
| 3Y | -12.5% | +1,228.6% | -1,241.1% | -16.5% |
| All | +4.7% | +3,233.5% | -3,228.8% | -9.2% |
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