+11.7%
CL vs AHR
+364.8%
-353.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -1.4% | -3.4% | +2.1% | -0.9% |
| 30D | -5.2% | -3.8% | -1.4% | -4.8% |
| 3M | +3.3% | +20.1% | -16.7% | +1.1% |
| 6M | -4.4% | +7.1% | -11.5% | -5.4% |
| YTD | +13.9% | +17.2% | -3.3% | +11.6% |
| 1Y | +7.6% | +30.4% | -22.8% | +4.0% |
| All | +11.7% | +364.8% | -353.1% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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