+2,447.7%
CLS vs PINS
-19.7%
+2,467.4%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.5% | +7.3% | +7.7% |
| 7D | -10.6% | -6.2% | -4.4% | -9.3% |
| 30D | -38.4% | -10.9% | -27.5% | -36.9% |
| 3M | -29.9% | -19.5% | -10.4% | -27.0% |
| 6M | -40.6% | -10.4% | -30.3% | -40.1% |
| YTD | -24.6% | -26.4% | +1.8% | -21.5% |
| 1Y | -30.8% | -29.6% | -1.1% | -27.2% |
| 3Y | +811.7% | -39.0% | +850.8% | +860.1% |
| 5Y | +1,838.4% | -59.1% | +1,897.6% | +1,971.4% |
| All | +2,447.7% | -19.7% | +2,467.4% | +1,698.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling