+84.9%
CL vs PH
+737.8%
-653.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | 0.0% |
| 7D | +2.6% | +2.1% | +0.4% | +2.2% |
| 30D | +11.8% | +0.3% | +11.5% | +11.5% |
| 3M | +5.9% | -8.8% | +14.7% | +7.1% |
| 6M | +13.3% | +10.0% | +3.3% | +11.2% |
| YTD | +27.1% | +10.5% | +16.6% | +24.4% |
| 1Y | +28.0% | +15.5% | +12.5% | +24.4% |
| 3Y | +39.4% | +136.4% | -97.0% | +17.5% |
| 5Y | +40.8% | +213.6% | -172.8% | +10.2% |
| 10Y | +84.9% | +713.9% | -629.0% | +16.4% |
| All | +84.9% | +737.8% | -653.0% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling