+3,671.1%
CLS vs PINS
-15.2%
+3,686.3%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.3% | +6.9% | +5.9% |
| 7D | +12.8% | -5.2% | +18.0% | +14.0% |
| 30D | +3.8% | -14.9% | +18.8% | +7.2% |
| 3M | -14.6% | -8.4% | -6.2% | -13.6% |
| 6M | +32.2% | +0.6% | +31.6% | +30.3% |
| YTD | +11.6% | -22.2% | +33.8% | +15.3% |
| 1Y | +35.1% | -46.9% | +82.0% | +50.8% |
| 3Y | +1,312.5% | -26.9% | +1,339.4% | +1,333.6% |
| 5Y | +3,542.1% | -63.0% | +3,605.0% | +3,859.7% |
| All | +3,671.1% | -15.2% | +3,686.3% | +2,541.9% |
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