+3,038.3%
CLS vs PSX
+377.2%
+2,661.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.8% |
| 7D | +20.1% | +1.8% | +18.3% | +19.1% |
| 30D | +6.0% | +21.6% | -15.6% | -3.3% |
| 3M | -10.3% | +46.5% | -56.7% | -25.6% |
| 6M | +24.5% | +62.0% | -37.5% | -2.4% |
| YTD | +12.9% | +106.3% | -93.5% | -22.2% |
| 1Y | +36.7% | +103.0% | -66.3% | -5.4% |
| 3Y | +1,328.1% | +135.5% | +1,192.5% | +799.2% |
| 5Y | +3,682.3% | +368.5% | +3,313.8% | +1,502.8% |
| 10Y | +3,038.3% | +386.6% | +2,651.7% | +1,020.4% |
| All | +3,038.3% | +377.2% | +2,661.1% | +1,020.4% |
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