+41.1%
CLS vs PSX
+101.0%
-59.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +4.6% | +4.5% | 0.0% | +5.2% |
| 30D | -13.9% | +26.6% | -40.5% | -11.4% |
| 3M | -26.6% | +39.3% | -65.8% | -23.6% |
| 6M | +15.4% | +56.8% | -41.4% | +21.5% |
| YTD | +5.7% | +101.8% | -96.2% | +11.8% |
| 1Y | +41.1% | +99.6% | -58.5% | +52.2% |
| All | +41.1% | +101.0% | -59.9% | +52.2% |
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