+43.4%
CL vs AA
-17.9%
+61.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +1.8% |
| 7D | +3.2% | +0.5% | +2.7% | +3.2% |
| 30D | +8.0% | -0.6% | +8.6% | +8.0% |
| 3M | +7.9% | -19.7% | +27.5% | +7.7% |
| 6M | +14.7% | -41.6% | +56.3% | +14.5% |
| YTD | +29.2% | -24.6% | +53.8% | +28.6% |
| 1Y | +29.5% | +4.9% | +24.7% | +28.5% |
| 3Y | +40.7% | +66.8% | -26.2% | +36.4% |
| All | +43.4% | -17.9% | +61.3% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling