+695.8%
CL vs AU
+668.9%
+26.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.7% | +0.3% |
| 7D | +2.6% | +15.3% | -12.7% | +2.1% |
| 30D | +11.8% | -0.3% | +12.1% | +11.7% |
| 3M | +5.9% | -2.9% | +8.8% | +5.9% |
| 6M | +13.3% | -10.7% | +24.0% | +13.4% |
| YTD | +27.1% | +14.0% | +13.1% | +25.8% |
| 1Y | +28.0% | +32.5% | -4.5% | +25.9% |
| 3Y | +39.4% | +557.9% | -518.5% | +28.0% |
| 5Y | +40.8% | +441.0% | -400.2% | +29.1% |
| 10Y | +84.9% | +816.9% | -732.1% | +63.0% |
| All | +695.8% | +668.9% | +26.9% | +595.5% |
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