+109.4%
C vs CL
+43.3%
+66.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.1% | -5.0% | -5.0% |
| 7D | -5.3% | +5.9% | -11.2% | -5.8% |
| 30D | -7.3% | +13.8% | -21.1% | -8.5% |
| 3M | -13.5% | +6.4% | -19.9% | -14.0% |
| 6M | -6.5% | +15.6% | -22.1% | -8.1% |
| YTD | +3.6% | +27.9% | -24.3% | -0.3% |
| 1Y | +18.9% | +31.4% | -12.5% | +13.7% |
| 3Y | +205.0% | +41.4% | +163.6% | +174.5% |
| 5Y | +109.4% | +42.8% | +66.6% | +81.3% |
| All | +109.4% | +43.3% | +66.0% | +81.3% |
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