+39.9%
CL vs A
+15.4%
+24.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.3% |
| 7D | +1.3% | -0.1% | +1.4% | +1.3% |
| 30D | +11.4% | +3.4% | +8.0% | +10.9% |
| 3M | +4.4% | +23.8% | -19.4% | +2.2% |
| 6M | +10.8% | +49.0% | -38.2% | +6.1% |
| YTD | +25.1% | +29.4% | -4.3% | +21.4% |
| 1Y | +28.0% | +19.4% | +8.6% | +25.3% |
| 3Y | +37.6% | +66.2% | -28.6% | +27.2% |
| All | +39.9% | +15.4% | +24.5% | +32.1% |
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