+39.9%
CL vs AA
-15.4%
+55.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.1% | -2.1% |
| 7D | +1.3% | +0.9% | +0.4% | +1.3% |
| 30D | +11.4% | -6.7% | +18.0% | +11.3% |
| 3M | +4.4% | -16.3% | +20.8% | +4.3% |
| 6M | +10.8% | -37.1% | +47.9% | +10.5% |
| YTD | +25.1% | -25.0% | +50.1% | +24.5% |
| 1Y | +28.0% | +8.6% | +19.4% | +26.9% |
| 3Y | +37.6% | +57.2% | -19.6% | +33.9% |
| All | +39.9% | -15.4% | +55.3% | +39.0% |
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