+653.8%
CL vs BB
+258.8%
+395.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.2% | -5.6% | +3.5% | -2.1% |
| 30D | -4.8% | -11.8% | +7.0% | -4.6% |
| 3M | +4.9% | -25.5% | +30.4% | +5.4% |
| 6M | -5.7% | +121.3% | -127.0% | -7.8% |
| YTD | +14.4% | +103.2% | -88.8% | +12.1% |
| 1Y | +8.7% | +102.6% | -93.9% | +6.4% |
| 3Y | +30.0% | +37.5% | -7.5% | +27.3% |
| 5Y | +28.4% | -30.4% | +58.8% | +27.0% |
| 10Y | +50.1% | 0.0% | +50.1% | +42.1% |
| All | +653.8% | +258.8% | +395.0% | +627.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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