+97.5%
CL vs AR
-27.2%
+124.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.5% |
| 7D | -2.2% | +2.5% | -4.7% | -2.2% |
| 30D | -4.8% | +14.8% | -19.6% | -5.0% |
| 3M | +4.9% | +6.2% | -1.3% | +4.8% |
| 6M | -5.7% | +4.3% | -10.0% | -5.8% |
| YTD | +14.4% | +14.4% | 0.0% | +14.1% |
| 1Y | +8.7% | +21.3% | -12.6% | +8.4% |
| 3Y | +30.0% | +39.8% | -9.8% | +28.8% |
| 5Y | +28.4% | +142.1% | -113.7% | +25.3% |
| 10Y | +50.1% | +52.0% | -2.0% | +44.9% |
| All | +97.5% | -27.2% | +124.7% | +94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling