+736.9%
CL vs BB
+338.1%
+398.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.1% |
| 7D | -0.8% | +7.3% | -8.1% | -0.9% |
| 30D | +9.5% | +11.2% | -1.7% | +9.2% |
| 3M | +6.8% | +4.7% | +2.1% | +6.5% |
| 6M | +14.3% | +51.1% | -36.8% | +12.8% |
| YTD | +27.0% | +148.0% | -121.0% | +23.8% |
| 1Y | +26.3% | +106.1% | -79.9% | +23.6% |
| 3Y | +39.3% | +158.2% | -119.0% | +34.3% |
| 5Y | +41.5% | -10.8% | +52.3% | +39.2% |
| 10Y | +84.1% | +29.3% | +54.8% | +73.1% |
| All | +736.9% | +338.1% | +398.9% | +703.3% |
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