+4,850.5%
CL vs BBWI
+1,034.6%
+3,815.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.3% | -1.8% |
| 7D | -2.2% | +1.5% | -3.7% | -2.4% |
| 30D | -4.8% | -5.2% | +0.4% | -4.4% |
| 3M | +4.9% | +11.1% | -6.2% | +3.2% |
| 6M | -5.7% | -13.4% | +7.7% | -5.0% |
| YTD | +14.4% | +0.1% | +14.3% | +13.1% |
| 1Y | +8.7% | -36.1% | +44.9% | +12.2% |
| 3Y | +30.0% | -44.1% | +74.1% | +32.4% |
| 5Y | +28.4% | -66.2% | +94.6% | +35.2% |
| 10Y | +50.1% | -54.8% | +104.9% | +38.2% |
| All | +4,850.5% | +1,034.6% | +3,815.8% | +1,755.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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