+37.6%
CL vs AA
+52.9%
-15.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.1% | -2.0% |
| 7D | +1.3% | +0.9% | +0.4% | +1.4% |
| 30D | +11.4% | -6.7% | +18.0% | +11.0% |
| 3M | +4.4% | -16.3% | +20.8% | +3.7% |
| 6M | +10.8% | -37.1% | +47.9% | +8.7% |
| YTD | +25.1% | -25.0% | +50.1% | +23.6% |
| 1Y | +28.0% | +8.6% | +19.4% | +27.9% |
| 3Y | +37.6% | +57.2% | -19.6% | +40.3% |
| All | +37.6% | +52.9% | -15.3% | +40.3% |
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