-35.0%
CLS vs PH
+14.9%
-49.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.2% |
| 7D | -13.9% | +2.1% | -16.0% | -14.9% |
| 30D | -38.2% | +0.3% | -38.5% | -38.0% |
| 3M | -28.8% | -8.8% | -20.0% | -25.8% |
| 6M | -40.4% | +10.0% | -50.4% | -43.7% |
| YTD | -24.3% | +10.5% | -34.7% | -32.6% |
| 1Y | -35.0% | +15.5% | -50.6% | -43.0% |
| All | -35.0% | +14.9% | -49.9% | -43.0% |
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