+5,435.1%
CL vs AA
+204.6%
+5,230.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.3% | +5.3% | +0.4% |
| 7D | +5.9% | -3.7% | +9.6% | +6.3% |
| 30D | +13.8% | -10.8% | +24.5% | +14.9% |
| 3M | +6.4% | -19.1% | +25.5% | +8.3% |
| 6M | +15.6% | -38.7% | +54.3% | +20.3% |
| YTD | +27.9% | -27.1% | +55.0% | +29.7% |
| 1Y | +31.4% | +8.3% | +23.1% | +27.6% |
| 3Y | +41.4% | +49.6% | -8.2% | +28.1% |
| 5Y | +42.8% | -15.5% | +58.3% | +32.2% |
| 10Y | +79.7% | +60.9% | +18.8% | +36.1% |
| All | +5,435.1% | +204.6% | +5,230.5% | +2,540.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling