+1,761.1%
CLS vs PH
+737.8%
+1,023.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.2% |
| 7D | -13.9% | +2.1% | -16.0% | -14.8% |
| 30D | -38.2% | +0.3% | -38.5% | -38.0% |
| 3M | -28.8% | -8.8% | -20.0% | -23.5% |
| 6M | -40.4% | +10.0% | -50.4% | -44.8% |
| YTD | -24.3% | +10.5% | -34.7% | -30.5% |
| 1Y | -35.0% | +15.5% | -50.6% | -42.1% |
| 3Y | +778.7% | +136.4% | +642.3% | +390.0% |
| 5Y | +1,884.8% | +213.6% | +1,671.3% | +803.6% |
| 10Y | +1,761.1% | +713.9% | +1,047.2% | +396.2% |
| All | +1,761.1% | +737.8% | +1,023.3% | +396.2% |
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