+774.9%
CLS vs PSX
+149.4%
+625.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.0% | +4.9% | +6.9% |
| 7D | -10.6% | -8.0% | -2.5% | -8.1% |
| 30D | -38.4% | -9.0% | -29.4% | -36.9% |
| 3M | -29.9% | +24.7% | -54.6% | -35.5% |
| 6M | -40.6% | +49.3% | -90.0% | -49.4% |
| YTD | -24.6% | +100.2% | -124.8% | -45.0% |
| 1Y | -30.8% | +88.8% | -119.6% | -48.0% |
| All | +774.9% | +149.4% | +625.5% | +464.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling