+609.2%
PEP vs CLS
+2,115.6%
-1,506.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -13.0% | +13.2% | +0.7% |
| 7D | +6.7% | -27.3% | +33.9% | +8.0% |
| 30D | +13.5% | -47.0% | +60.6% | +16.3% |
| 3M | +3.9% | -43.3% | +47.2% | +5.9% |
| 6M | -6.0% | -50.8% | +44.8% | -4.0% |
| YTD | +2.5% | -30.4% | +32.9% | +2.4% |
| 1Y | +3.9% | -41.7% | +45.6% | +4.5% |
| 3Y | -4.7% | +701.4% | -706.1% | -19.9% |
| 5Y | +1.1% | +1,767.8% | -1,766.7% | -20.5% |
| 10Y | +83.8% | +1,636.8% | -1,553.0% | +40.3% |
| All | +609.2% | +2,115.6% | -1,506.5% | +303.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling