+2,029.3%
CLS vs PSX
+364.5%
+1,664.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +2.9% | +3.8% |
| 7D | +23.5% | +6.4% | +17.1% | +20.4% |
| 30D | -28.9% | -10.2% | -18.7% | -25.6% |
| 3M | -25.2% | +17.2% | -42.3% | -30.9% |
| 6M | -32.1% | +51.8% | -83.8% | -45.0% |
| YTD | -14.1% | +108.0% | -122.1% | -41.3% |
| 1Y | -24.1% | +96.1% | -120.2% | -46.7% |
| 3Y | +897.0% | +155.9% | +741.1% | +500.6% |
| 5Y | +2,089.9% | +306.9% | +1,783.0% | +894.6% |
| All | +2,029.3% | +364.5% | +1,664.8% | +673.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling