+2,320.4%
CLS vs PSX
+1,129.4%
+1,191.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.0% | +4.9% | +6.7% |
| 7D | -10.6% | -8.0% | -2.5% | -7.2% |
| 30D | -38.4% | -9.0% | -29.4% | -36.2% |
| 3M | -29.9% | +24.7% | -54.6% | -36.6% |
| 6M | -40.6% | +49.3% | -90.0% | -50.7% |
| YTD | -24.6% | +100.2% | -124.8% | -45.8% |
| 1Y | -30.8% | +88.8% | -119.6% | -49.0% |
| 3Y | +811.7% | +152.5% | +659.2% | +482.7% |
| 5Y | +1,838.4% | +283.2% | +1,555.2% | +894.3% |
| 10Y | +1,751.5% | +345.8% | +1,405.7% | +712.8% |
| All | +2,320.4% | +1,129.4% | +1,191.0% | +772.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling