+5,435.1%
CL vs PH
+23,338.9%
-17,903.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.3% |
| 7D | +5.9% | -3.9% | +9.8% | +6.7% |
| 30D | +13.8% | -9.4% | +23.2% | +15.7% |
| 3M | +6.4% | -10.3% | +16.7% | +8.3% |
| 6M | +15.6% | +2.7% | +12.9% | +14.3% |
| YTD | +27.9% | +2.1% | +25.7% | +26.2% |
| 1Y | +31.4% | +16.2% | +15.2% | +26.3% |
| 3Y | +41.4% | +129.3% | -87.9% | +15.8% |
| 5Y | +42.8% | +191.7% | -149.0% | +9.3% |
| 10Y | +79.7% | +759.2% | -679.6% | +3.3% |
| All | +5,435.1% | +23,338.9% | -17,903.8% | +1,263.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling