+2,104.6%
CLS vs PH
+5,655.3%
-3,550.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -1.3% |
| 7D | -22.2% | +2.0% | -24.2% | -23.0% |
| 30D | -44.4% | -3.7% | -40.7% | -42.9% |
| 3M | -34.3% | -14.0% | -20.3% | -27.4% |
| 6M | -50.1% | +2.1% | -52.2% | -51.0% |
| YTD | -30.1% | +5.1% | -35.1% | -33.0% |
| 1Y | -39.3% | +10.9% | -50.3% | -43.7% |
| 3Y | +732.7% | +132.9% | +599.8% | +405.8% |
| 5Y | +1,777.2% | +200.1% | +1,577.1% | +871.6% |
| 10Y | +1,645.6% | +783.8% | +861.8% | +358.5% |
| All | +2,104.6% | +5,655.3% | -3,550.8% | +62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling