+30.9%
CL vs AR
+40.7%
-9.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.5% |
| 7D | -2.2% | +2.5% | -4.7% | -2.0% |
| 30D | -4.8% | +14.8% | -19.6% | -4.0% |
| 3M | +4.9% | +6.2% | -1.3% | +5.3% |
| 6M | -5.7% | +4.3% | -10.0% | -5.3% |
| YTD | +14.4% | +14.4% | 0.0% | +15.4% |
| 1Y | +8.7% | +21.3% | -12.6% | +10.3% |
| All | +30.9% | +40.7% | -9.9% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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