+2,459.1%
CL vs ALL
+3,667.9%
-1,208.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.1% | -1.1% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | -4.8% | -1.5% | -3.3% | -4.5% |
| 3M | +4.9% | +23.6% | -18.7% | -0.7% |
| 6M | -5.7% | +22.3% | -28.1% | -10.6% |
| YTD | +14.4% | +26.5% | -12.1% | +7.4% |
| 1Y | +8.7% | +27.0% | -18.3% | +1.9% |
| 3Y | +30.0% | +149.6% | -119.6% | +1.8% |
| 5Y | +28.4% | +118.1% | -89.7% | +2.2% |
| 10Y | +50.1% | +369.0% | -318.9% | -2.9% |
| All | +2,459.1% | +3,667.9% | -1,208.8% | +908.3% |
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