+838.1%
CLS vs PINS
-38.3%
+876.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.5% | -5.4% |
| 7D | +16.3% | +1.0% | +15.3% | +16.1% |
| 30D | -25.7% | -12.0% | -13.7% | -23.6% |
| 3M | -30.9% | -17.9% | -13.0% | -28.1% |
| 6M | -35.5% | -1.0% | -34.5% | -36.3% |
| YTD | -18.7% | -26.0% | +7.3% | -13.8% |
| 1Y | -17.9% | -28.5% | +10.6% | -12.0% |
| 3Y | +838.1% | -39.2% | +877.3% | +797.0% |
| All | +838.1% | -38.3% | +876.4% | +797.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling