+27.8%
CB vs CL
+27.4%
+0.4%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | -1.0% | -0.8% | -0.3% | -0.8% |
| 30D | +7.3% | +9.5% | -2.2% | +4.1% |
| 3M | +7.0% | +6.8% | +0.3% | +4.6% |
| 6M | +16.3% | +14.3% | +2.1% | +11.6% |
| YTD | +19.7% | +27.0% | -7.3% | +12.8% |
| 1Y | +27.8% | +26.3% | +1.5% | +20.5% |
| All | +27.8% | +27.4% | +0.4% | +20.5% |
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