+4,850.5%
CL vs BEN
+4,913.3%
-62.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.5% | -5.0% | -2.2% |
| 7D | -2.2% | +0.2% | -2.4% | -2.3% |
| 30D | -4.8% | -0.5% | -4.3% | -4.8% |
| 3M | +4.9% | +9.7% | -4.8% | +2.6% |
| 6M | -5.7% | +33.9% | -39.6% | -11.7% |
| YTD | +14.4% | +49.0% | -34.6% | +4.6% |
| 1Y | +8.7% | +42.1% | -33.4% | +0.2% |
| 3Y | +30.0% | +51.9% | -21.9% | +15.4% |
| 5Y | +28.4% | +39.0% | -10.7% | +13.5% |
| 10Y | +50.1% | +57.9% | -7.8% | +21.9% |
| All | +4,850.5% | +4,913.3% | -62.9% | +1,368.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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