+41.1%
CLS vs PH
+30.5%
+10.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +4.6% | -3.1% | +7.6% | +5.7% |
| 30D | -13.9% | -3.2% | -10.6% | -13.2% |
| 3M | -26.6% | +10.6% | -37.2% | -30.1% |
| 6M | +15.4% | -2.1% | +17.5% | +14.6% |
| YTD | +5.7% | +10.2% | -4.5% | +1.5% |
| 1Y | +41.1% | +28.2% | +12.9% | +33.3% |
| All | +41.1% | +30.5% | +10.6% | +33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling