+120.9%
CL vs AR
-30.9%
+151.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -6.3% | +9.5% | +3.3% |
| 7D | +7.7% | -11.1% | +18.8% | +7.8% |
| 30D | +15.2% | +7.9% | +7.3% | +15.1% |
| 3M | +7.3% | +4.9% | +2.5% | +7.3% |
| 6M | +17.0% | -5.3% | +22.3% | +17.0% |
| YTD | +28.0% | +8.6% | +19.4% | +27.7% |
| 1Y | +32.1% | +13.7% | +18.4% | +31.8% |
| 3Y | +41.5% | +22.8% | +18.7% | +40.5% |
| 5Y | +43.9% | +82.0% | -38.1% | +41.2% |
| 10Y | +79.8% | +51.8% | +27.9% | +73.3% |
| All | +120.9% | -30.9% | +151.8% | +117.2% |
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