+30.9%
CL vs AA
+67.9%
-37.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.7% | -1.5% |
| 7D | -2.2% | -0.7% | -1.5% | -2.2% |
| 30D | -4.8% | +5.0% | -9.8% | -4.6% |
| 3M | +4.9% | -35.8% | +40.7% | +3.4% |
| 6M | -5.7% | -18.4% | +12.7% | -6.3% |
| YTD | +14.4% | -5.5% | +19.9% | +14.1% |
| 1Y | +8.7% | +61.0% | -52.2% | +9.5% |
| All | +30.9% | +67.9% | -37.1% | +30.7% |
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