+3,469.7%
CLS vs PINS
-14.1%
+3,483.8%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.3% |
| 7D | +4.6% | -12.0% | +16.6% | +7.4% |
| 30D | -13.9% | -12.7% | -1.2% | -11.6% |
| 3M | -26.6% | -5.5% | -21.1% | -26.2% |
| 6M | +15.4% | +5.3% | +10.1% | +12.6% |
| YTD | +5.7% | -21.2% | +26.9% | +8.8% |
| 1Y | +41.1% | -45.0% | +86.2% | +56.4% |
| 3Y | +1,228.6% | -26.2% | +1,254.8% | +1,245.4% |
| 5Y | +3,240.6% | -64.0% | +3,304.6% | +3,551.7% |
| All | +3,469.7% | -14.1% | +3,483.8% | +2,394.3% |
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