+41.3%
CL vs BG
+25.1%
+16.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +1.3% |
| 7D | +0.5% | +7.4% | -6.9% | -0.1% |
| 30D | +11.6% | -1.5% | +13.1% | +11.7% |
| 3M | +5.6% | -6.1% | +11.7% | +6.0% |
| 6M | +13.2% | -18.0% | +31.2% | +14.7% |
| YTD | +26.9% | +15.6% | +11.3% | +23.8% |
| 1Y | +27.3% | +9.6% | +17.8% | +24.9% |
| 3Y | +39.7% | +6.3% | +33.4% | +35.9% |
| 5Y | +41.3% | +24.6% | +16.7% | +33.9% |
| All | +41.3% | +25.1% | +16.2% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 5y: compounded portfolio wealth divided by compounded BG 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…
5y analysis · Full analysis span regression · 6 months rolling