+1,312.5%
CLS vs HRB
+28.7%
+1,283.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -6.5% | +12.1% | +4.7% |
| 7D | +12.8% | -9.1% | +21.8% | +11.3% |
| 30D | +3.8% | +0.3% | +3.6% | +4.0% |
| 3M | -14.6% | +23.4% | -38.0% | -10.6% |
| 6M | +32.2% | +45.1% | -12.9% | +43.8% |
| YTD | +11.6% | +8.9% | +2.7% | +19.4% |
| 1Y | +35.1% | -7.9% | +43.0% | +45.0% |
| 3Y | +1,312.5% | +27.9% | +1,284.6% | +1,119.5% |
| All | +1,312.5% | +28.7% | +1,283.8% | +1,119.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling