-26.8%
CLS vs PH
+16.8%
-43.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.8% | +7.7% | +8.0% |
| 7D | +2.8% | +6.9% | -4.1% | -1.4% |
| 30D | -30.1% | +1.7% | -31.8% | -30.5% |
| 3M | -21.7% | -8.1% | -13.6% | -18.6% |
| 6M | -36.2% | +11.5% | -47.7% | -40.5% |
| YTD | -17.8% | +11.4% | -29.2% | -28.5% |
| 1Y | -26.8% | +14.1% | -40.9% | -36.8% |
| All | -26.8% | +16.8% | -43.6% | -36.8% |
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 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