+26.3%
CL vs AU
+27.2%
-0.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | -0.1% |
| 7D | -0.8% | +4.7% | -5.4% | -0.8% |
| 30D | +9.5% | -1.5% | +11.1% | +9.5% |
| 3M | +6.8% | -5.0% | +11.8% | +6.7% |
| 6M | +14.3% | -13.5% | +27.8% | +15.2% |
| YTD | +27.0% | +11.7% | +15.3% | +28.7% |
| 1Y | +26.3% | +21.3% | +5.0% | +28.2% |
| All | +26.3% | +27.2% | -0.9% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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