+2,944.0%
CLS vs PH
+794.6%
+2,149.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.7% | +6.3% | +6.1% |
| 7D | +12.8% | +0.4% | +12.4% | +12.6% |
| 30D | +3.8% | -10.8% | +14.6% | +12.5% |
| 3M | -14.6% | +8.5% | -23.1% | -20.3% |
| 6M | +32.2% | +3.9% | +28.3% | +26.5% |
| YTD | +11.6% | +9.4% | +2.2% | +2.5% |
| 1Y | +35.1% | +26.8% | +8.3% | +10.9% |
| 3Y | +1,312.5% | +140.8% | +1,171.7% | +674.3% |
| 5Y | +3,542.1% | +253.8% | +3,288.3% | +1,436.6% |
| 10Y | +2,944.0% | +792.3% | +2,151.7% | +683.8% |
| All | +2,944.0% | +794.6% | +2,149.4% | +683.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling