+135.2%
B vs CL
+43.3%
+91.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +4.3% | +5.9% | -1.6% | +3.5% |
| 30D | -0.9% | +13.8% | -14.7% | -2.9% |
| 3M | -1.4% | +6.4% | -7.8% | -2.3% |
| 6M | +5.0% | +15.6% | -10.6% | +2.2% |
| YTD | -5.8% | +27.9% | -33.7% | -10.2% |
| 1Y | +25.6% | +31.4% | -5.8% | +18.9% |
| 3Y | +161.6% | +41.4% | +120.2% | +135.5% |
| 5Y | +135.2% | +42.8% | +92.4% | +111.0% |
| All | +135.2% | +43.3% | +91.9% | +111.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling