+803.7%
B vs CL
+4,870.0%
-4,066.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.1% |
| 7D | -1.6% | -2.2% | +0.6% | -1.4% |
| 30D | +9.4% | -4.8% | +14.3% | +9.9% |
| 3M | +5.0% | +4.9% | +0.1% | +4.3% |
| 6M | -3.5% | -5.7% | +2.2% | -3.1% |
| YTD | +4.5% | +14.4% | -9.9% | +2.8% |
| 1Y | +67.8% | +8.7% | +59.0% | +65.8% |
| 3Y | +196.7% | +30.0% | +166.7% | +187.5% |
| 5Y | +151.9% | +28.4% | +123.6% | +144.1% |
| 10Y | +202.2% | +50.1% | +152.1% | +187.7% |
| All | +803.7% | +4,870.0% | -4,066.2% | +1,029.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling