+616.1%
CL vs AU
+793.6%
-177.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.9% | -1.4% |
| 7D | -2.2% | -3.6% | +1.5% | -2.1% |
| 30D | -4.8% | +23.9% | -28.7% | -5.6% |
| 3M | +4.9% | +19.1% | -14.2% | +4.1% |
| 6M | -5.7% | -0.2% | -5.6% | -6.0% |
| YTD | +14.4% | +32.5% | -18.1% | +12.7% |
| 1Y | +8.7% | +96.9% | -88.2% | +5.4% |
| 3Y | +30.0% | +614.7% | -584.8% | +19.0% |
| 5Y | +28.4% | +647.7% | -619.3% | +16.4% |
| 10Y | +50.1% | +679.2% | -629.1% | +33.3% |
| All | +616.1% | +793.6% | -177.5% | +523.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling