-29.6%
CLS vs PINS
-35.1%
+5.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +4.2% | -13.3% | -8.9% |
| 7D | -21.1% | +1.4% | -22.6% | -21.0% |
| 30D | -38.2% | +5.8% | -44.0% | -37.9% |
| 3M | -36.3% | -17.0% | -19.3% | -36.3% |
| 6M | -43.8% | +1.8% | -45.6% | -43.0% |
| YTD | -20.0% | -18.0% | -2.0% | -21.3% |
| 1Y | -29.6% | -35.5% | +5.9% | -33.6% |
| All | -29.6% | -35.1% | +5.5% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 PINS 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