-29.6%
CLS vs PH
+20.3%
-49.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -3.7% | -5.4% | -7.2% |
| 7D | -21.1% | -0.2% | -21.0% | -20.9% |
| 30D | -38.2% | -6.7% | -31.5% | -35.8% |
| 3M | -36.3% | -8.1% | -28.2% | -33.8% |
| 6M | -43.8% | +5.3% | -49.1% | -44.7% |
| YTD | -20.0% | +4.2% | -24.2% | -20.4% |
| 1Y | -29.6% | +19.3% | -48.9% | -27.6% |
| All | -29.6% | +20.3% | -49.9% | -27.6% |
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