+1,312.5%
CLS vs PSX
+138.7%
+1,173.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.6% | +4.1% | +5.1% |
| 7D | +12.8% | +2.8% | +10.0% | +11.7% |
| 30D | +3.8% | +27.8% | -23.9% | -4.8% |
| 3M | -14.6% | +42.0% | -56.7% | -25.1% |
| 6M | +32.2% | +58.1% | -25.9% | +10.1% |
| YTD | +11.6% | +105.0% | -93.4% | -18.8% |
| 1Y | +35.1% | +104.9% | -69.9% | -2.3% |
| 3Y | +1,312.5% | +134.1% | +1,178.5% | +814.9% |
| All | +1,312.5% | +138.7% | +1,173.9% | +814.9% |
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