+76.3%
CL vs PH
+778.3%
-702.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.8% | +0.8% |
| 7D | +0.5% | +3.0% | -2.5% | 0.0% |
| 30D | +11.6% | -0.6% | +12.2% | +11.5% |
| 3M | +5.6% | -10.7% | +16.3% | +7.1% |
| 6M | +13.2% | +9.1% | +4.1% | +11.2% |
| YTD | +26.9% | +9.5% | +17.4% | +24.4% |
| 1Y | +27.3% | +14.0% | +13.3% | +24.0% |
| 3Y | +39.7% | +138.9% | -99.2% | +17.7% |
| 5Y | +41.3% | +209.1% | -167.8% | +11.2% |
| 10Y | +76.3% | +737.3% | -661.0% | +18.4% |
| All | +76.3% | +778.3% | -702.0% | +18.4% |
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