-24.1%
CLS vs PINS
-30.5%
+6.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.1% | +4.6% |
| 7D | +23.5% | -3.4% | +26.9% | +23.7% |
| 30D | -28.9% | -14.5% | -14.4% | -28.4% |
| 3M | -25.2% | -16.5% | -8.7% | -24.4% |
| 6M | -32.1% | -7.0% | -25.1% | -31.0% |
| YTD | -14.1% | -26.1% | +12.1% | -8.7% |
| 1Y | -24.1% | -30.0% | +5.9% | -16.1% |
| All | -24.1% | -30.5% | +6.5% | -16.1% |
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