+2,761.3%
CL vs ALL
+3,771.7%
-1,010.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | +5.9% | +4.2% | +1.7% | +4.9% |
| 30D | +13.8% | +18.9% | -5.2% | +8.9% |
| 3M | +6.4% | +1.2% | +5.2% | +6.0% |
| 6M | +15.6% | +23.2% | -7.6% | +9.5% |
| YTD | +27.9% | +30.0% | -2.1% | +19.2% |
| 1Y | +31.4% | +39.6% | -8.2% | +20.3% |
| 3Y | +41.4% | +115.2% | -73.9% | +15.0% |
| 5Y | +42.8% | +156.2% | -113.5% | +9.2% |
| 10Y | +79.7% | +398.0% | -318.3% | +14.5% |
| All | +2,761.3% | +3,771.7% | -1,010.4% | +1,019.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling