+3,269.5%
CLS vs PH
+254.3%
+3,015.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +1.0% |
| 7D | +4.6% | -3.1% | +7.6% | +7.3% |
| 30D | -13.9% | -3.2% | -10.6% | -12.7% |
| 3M | -26.6% | +10.6% | -37.2% | -33.6% |
| 6M | +15.4% | -2.1% | +17.5% | +15.2% |
| YTD | +5.7% | +10.2% | -4.5% | -5.5% |
| 1Y | +41.1% | +28.2% | +12.9% | +9.6% |
| 3Y | +1,228.6% | +134.9% | +1,093.7% | +553.8% |
| All | +3,269.5% | +254.3% | +3,015.2% | +1,030.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling