+1.4%
AAL vs CL
+7.1%
-5.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.5% |
| 7D | -3.7% | -2.2% | -1.6% | -3.4% |
| 30D | -20.8% | -4.8% | -16.0% | -20.2% |
| 3M | -1.3% | +4.9% | -6.2% | -2.0% |
| 6M | +5.4% | -5.7% | +11.1% | +2.4% |
| YTD | -14.4% | +14.4% | -28.7% | -12.0% |
| All | +1.4% | +7.1% | -5.8% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 1y: compounded portfolio wealth divided by compounded CL 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…
1y analysis · Full analysis span regression · 6 months rolling