+30.1%
CB vs CL
+29.1%
+1.1%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.0% |
| 7D | +0.2% | +1.3% | -1.1% | -0.2% |
| 30D | +9.1% | +11.4% | -2.3% | +5.2% |
| 3M | +3.4% | +4.4% | -1.0% | +1.8% |
| 6M | +14.1% | +10.8% | +3.3% | +10.4% |
| YTD | +18.0% | +25.1% | -7.1% | +11.2% |
| 1Y | +30.1% | +28.0% | +2.2% | +22.0% |
| All | +30.1% | +29.1% | +1.1% | +22.0% |
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 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