-29.6%
CLS vs HRB
+16.9%
-46.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +4.4% | -13.4% | -7.4% |
| 7D | -21.1% | +16.0% | -37.2% | -16.5% |
| 30D | -38.2% | +32.1% | -70.3% | -31.7% |
| 3M | -36.3% | +21.5% | -57.8% | -31.0% |
| 6M | -43.8% | +82.1% | -125.9% | -28.0% |
| YTD | -20.0% | +31.6% | -51.6% | -16.1% |
| 1Y | -29.6% | +15.9% | -45.5% | -30.6% |
| All | -29.6% | +16.9% | -46.5% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 1y: compounded portfolio wealth divided by compounded HRB 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…
1y analysis · Full analysis span regression · 6 months rolling