-29.6%
CLS vs PSX
+97.5%
-127.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -4.5% | -4.5% | -9.8% |
| 7D | -21.1% | -5.2% | -16.0% | -21.9% |
| 30D | -38.2% | -3.7% | -34.5% | -38.6% |
| 3M | -36.3% | +26.8% | -63.1% | -33.9% |
| 6M | -43.8% | +47.3% | -91.1% | -40.5% |
| YTD | -20.0% | +105.4% | -125.4% | -11.4% |
| 1Y | -29.6% | +96.9% | -126.5% | -18.0% |
| All | -29.6% | +97.5% | -127.1% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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