+32.1%
CL vs AS
+3.3%
+28.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.1% | -1.8% | +2.8% |
| 7D | +7.7% | +13.8% | -6.1% | +6.6% |
| 30D | +15.2% | +16.7% | -1.4% | +13.8% |
| 3M | +7.3% | -11.5% | +18.9% | +8.2% |
| 6M | +17.0% | -5.5% | +22.5% | +17.3% |
| YTD | +28.0% | -14.2% | +42.2% | +27.4% |
| 1Y | +32.1% | +2.1% | +30.0% | +34.9% |
| All | +32.1% | +3.3% | +28.8% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling