+891.5%
CLS vs HRB
+24.3%
+867.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.5% |
| 7D | +23.5% | -7.8% | +31.3% | +21.2% |
| 30D | -28.9% | +15.7% | -44.7% | -26.2% |
| 3M | -25.2% | -5.5% | -19.7% | -24.8% |
| 6M | -32.1% | +41.1% | -73.2% | -25.5% |
| YTD | -14.1% | +20.4% | -34.4% | -5.2% |
| 1Y | -24.1% | +15.2% | -39.3% | -16.2% |
| All | +891.5% | +24.3% | +867.2% | +872.6% |
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 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