+1,753.0%
CLS vs PH
+730.4%
+1,022.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +4.2% | +3.6% | +4.8% |
| 7D | -10.6% | +3.0% | -13.6% | -12.0% |
| 30D | -38.4% | -0.6% | -37.8% | -37.9% |
| 3M | -29.9% | -10.7% | -19.1% | -23.4% |
| 6M | -40.6% | +9.1% | -49.7% | -44.7% |
| YTD | -24.6% | +9.5% | -34.1% | -30.4% |
| 1Y | -30.8% | +14.0% | -44.8% | -37.8% |
| 3Y | +811.7% | +138.9% | +672.9% | +405.4% |
| 5Y | +1,838.4% | +209.1% | +1,629.3% | +791.2% |
| All | +1,753.0% | +730.4% | +1,022.7% | +397.2% |
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