+1,914.6%
CLS vs PSX
+368.0%
+1,546.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.1% | -5.7% |
| 7D | +16.3% | +7.8% | +8.5% | +12.6% |
| 30D | -25.7% | -10.9% | -14.8% | -21.8% |
| 3M | -30.9% | +14.5% | -45.3% | -35.5% |
| 6M | -35.5% | +56.1% | -91.6% | -48.4% |
| YTD | -18.7% | +109.6% | -128.3% | -44.7% |
| 1Y | -17.9% | +95.5% | -113.4% | -42.2% |
| 3Y | +838.1% | +156.2% | +681.9% | +464.8% |
| 5Y | +1,971.9% | +310.0% | +1,661.9% | +837.6% |
| All | +1,914.6% | +368.0% | +1,546.5% | +629.4% |
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