+40.7%
CL vs ALL
+115.1%
-74.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | +5.9% | +4.2% | +1.7% | +4.6% |
| 30D | +13.8% | +18.9% | -5.2% | +8.2% |
| 3M | +6.4% | +1.2% | +5.2% | +5.8% |
| 6M | +15.6% | +23.2% | -7.6% | +8.5% |
| YTD | +27.9% | +30.0% | -2.1% | +18.0% |
| 1Y | +31.4% | +39.6% | -8.2% | +18.9% |
| All | +40.7% | +115.1% | -74.5% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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