+2,609.7%
CLS vs HRB
+1,054.0%
+1,555.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.7% |
| 7D | +23.5% | -7.8% | +31.3% | +26.6% |
| 30D | -28.9% | +15.7% | -44.7% | -33.1% |
| 3M | -25.2% | -5.5% | -19.7% | -25.3% |
| 6M | -32.1% | +41.1% | -73.2% | -41.7% |
| YTD | -14.1% | +20.4% | -34.4% | -24.7% |
| 1Y | -24.1% | +15.2% | -39.3% | -32.7% |
| 3Y | +897.0% | +24.3% | +872.7% | +719.4% |
| 5Y | +2,089.9% | +144.7% | +1,945.2% | +1,243.1% |
| 10Y | +2,022.2% | +227.8% | +1,794.4% | +951.2% |
| All | +2,609.7% | +1,054.0% | +1,555.6% | +516.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling