+28.1%
CL vs AU
+676.5%
-648.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.4% |
| 7D | -1.4% | -0.3% | -1.1% | -1.4% |
| 30D | -5.2% | +12.8% | -18.0% | -5.6% |
| 3M | +3.3% | +28.5% | -25.2% | +2.5% |
| 6M | -4.4% | +4.8% | -9.2% | -4.7% |
| YTD | +13.9% | +31.0% | -17.0% | +12.7% |
| 1Y | +7.6% | +81.4% | -73.8% | +5.2% |
| 3Y | +29.6% | +618.4% | -588.9% | +18.9% |
| 5Y | +28.1% | +686.3% | -658.3% | +16.7% |
| All | +28.1% | +676.5% | -648.5% | +16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling