+1,914.6%
CLS vs PH
+700.2%
+1,214.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +16.3% | +4.3% | +11.9% | +12.9% |
| 30D | -25.7% | +0.1% | -25.8% | -25.4% |
| 3M | -30.9% | -9.4% | -21.5% | -25.4% |
| 6M | -35.5% | +8.8% | -44.2% | -39.8% |
| YTD | -18.7% | +9.6% | -28.3% | -25.0% |
| 1Y | -17.9% | +14.4% | -32.3% | -26.4% |
| 3Y | +838.1% | +134.5% | +703.6% | +425.8% |
| 5Y | +1,971.9% | +204.4% | +1,767.5% | +861.3% |
| All | +1,914.6% | +700.2% | +1,214.4% | +436.8% |
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