+4,850.5%
CL vs PH
+25,185.5%
-20,335.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -2.2% | -3.1% | +0.9% | -1.6% |
| 30D | -4.8% | -3.2% | -1.6% | -4.3% |
| 3M | +4.9% | +10.6% | -5.7% | +2.6% |
| 6M | -5.7% | -2.1% | -3.6% | -5.8% |
| YTD | +14.4% | +10.2% | +4.2% | +11.6% |
| 1Y | +8.7% | +28.2% | -19.5% | +2.7% |
| 3Y | +30.0% | +134.9% | -104.9% | +6.1% |
| 5Y | +28.4% | +253.6% | -225.3% | -5.4% |
| 10Y | +50.1% | +804.7% | -754.6% | -14.3% |
| All | +4,850.5% | +25,185.5% | -20,335.1% | +1,104.8% |
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