0.0%
PG vs CLS
+1,271.7%
-1,271.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.1% |
| 7D | -2.7% | +5.0% | -7.7% | -2.4% |
| 30D | -1.5% | +4.8% | -6.3% | -1.1% |
| 3M | -3.4% | -10.4% | +7.0% | -3.5% |
| 6M | -7.0% | +20.8% | -27.8% | -5.1% |
| YTD | +2.0% | +10.0% | -8.0% | +3.7% |
| 1Y | -6.5% | +28.5% | -35.0% | -3.7% |
| All | 0.0% | +1,271.7% | -1,271.7% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling