+2,262.1%
CLS vs PINS
-20.2%
+2,282.2%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.7% | +1.4% |
| 7D | -22.2% | -2.1% | -20.1% | -21.9% |
| 30D | -44.4% | -6.6% | -37.7% | -43.6% |
| 3M | -34.3% | -18.7% | -15.6% | -31.8% |
| 6M | -50.1% | -10.4% | -39.7% | -49.6% |
| YTD | -30.1% | -26.8% | -3.3% | -27.1% |
| 1Y | -39.3% | -27.9% | -11.5% | -36.6% |
| 3Y | +732.7% | -38.7% | +771.4% | +775.8% |
| 5Y | +1,777.2% | -59.0% | +1,836.2% | +1,904.4% |
| All | +2,262.1% | -20.2% | +2,282.2% | +1,569.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling