+132.4%
HOOD vs CLS
+2,183.8%
-2,051.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +3.0% |
| 7D | -4.8% | -22.2% | +17.4% | +5.3% |
| 30D | -26.1% | -44.4% | +18.3% | -6.7% |
| 3M | -10.8% | -34.3% | +23.5% | +3.9% |
| 6M | +2.4% | -50.1% | +52.4% | +28.6% |
| YTD | -28.5% | -30.1% | +1.6% | -26.2% |
| 1Y | -36.3% | -39.3% | +3.0% | -30.7% |
| 3Y | +743.7% | +732.7% | +11.0% | +127.9% |
| 5Y | +118.6% | +1,777.2% | -1,658.6% | -65.0% |
| All | +132.4% | +2,183.8% | -2,051.4% | -65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling