+39.4%
CL vs AA
+67.2%
-27.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | -0.1% |
| 7D | +2.6% | +1.2% | +1.3% | +2.7% |
| 30D | +11.8% | -5.0% | +16.8% | +11.5% |
| 3M | +5.9% | -22.2% | +28.1% | +4.8% |
| 6M | +13.3% | -36.3% | +49.7% | +11.2% |
| YTD | +27.1% | -24.2% | +51.3% | +25.7% |
| 1Y | +28.0% | +3.9% | +24.1% | +27.8% |
| 3Y | +39.4% | +67.6% | -28.2% | +42.2% |
| All | +39.4% | +67.2% | -27.8% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 3y: compounded portfolio wealth divided by compounded AA 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…
3y analysis · Full analysis span regression · 6 months rolling