+237.0%
HOOD vs CLS
+3,546.1%
-3,309.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +5.6% | -9.5% | -6.3% |
| 7D | +13.4% | +12.8% | +0.6% | +7.7% |
| 30D | +25.8% | +3.8% | +22.0% | +23.3% |
| 3M | +38.0% | -14.6% | +52.6% | +43.4% |
| 6M | +52.2% | +32.2% | +20.0% | +24.6% |
| YTD | +3.7% | +11.6% | -7.9% | -10.3% |
| 1Y | +0.1% | +35.1% | -35.0% | -22.8% |
| 3Y | +992.6% | +1,312.5% | -320.0% | +136.8% |
| 5Y | +193.0% | +3,542.1% | -3,349.1% | -69.0% |
| All | +237.0% | +3,546.1% | -3,309.1% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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