+40.8%
CL vs A
+15.8%
+25.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.3% |
| 7D | +2.6% | +1.4% | +1.2% | +2.5% |
| 30D | +11.8% | +4.3% | +7.5% | +11.3% |
| 3M | +5.9% | +19.8% | -13.9% | +4.0% |
| 6M | +13.3% | +54.4% | -41.1% | +8.1% |
| YTD | +27.1% | +31.7% | -4.6% | +23.1% |
| 1Y | +28.0% | +22.4% | +5.6% | +25.0% |
| 3Y | +39.4% | +67.7% | -28.3% | +28.8% |
| 5Y | +40.8% | +15.7% | +25.0% | +32.7% |
| All | +40.8% | +15.8% | +25.0% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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