+3,542.1%
CLS vs PSX
+349.1%
+3,192.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.6% | +4.1% | +5.1% |
| 7D | +12.8% | +2.8% | +10.0% | +11.6% |
| 30D | +3.8% | +27.8% | -23.9% | -5.3% |
| 3M | -14.6% | +42.0% | -56.7% | -25.6% |
| 6M | +32.2% | +58.1% | -25.9% | +9.6% |
| YTD | +11.6% | +105.0% | -93.4% | -18.0% |
| 1Y | +35.1% | +104.9% | -69.9% | -1.1% |
| 3Y | +1,312.5% | +134.1% | +1,178.5% | +855.6% |
| 5Y | +3,542.1% | +363.8% | +3,178.2% | +1,440.6% |
| All | +3,542.1% | +349.1% | +3,192.9% | +1,440.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling