+42.8%
CL vs AR
+75.2%
-32.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | -0.1% |
| 7D | +5.9% | -11.7% | +17.6% | +5.7% |
| 30D | +13.8% | +1.8% | +11.9% | +13.8% |
| 3M | +6.4% | +6.0% | +0.4% | +6.5% |
| 6M | +15.6% | -7.0% | +22.7% | +15.5% |
| YTD | +27.9% | +5.6% | +22.3% | +27.9% |
| 1Y | +31.4% | +10.8% | +20.6% | +31.5% |
| 3Y | +41.4% | +19.3% | +22.1% | +41.2% |
| 5Y | +42.8% | +73.3% | -30.5% | +44.6% |
| All | +42.8% | +75.2% | -32.4% | +44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling