+28.1%
CL vs BG
+84.8%
-56.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -0.8% |
| 7D | -1.4% | +2.4% | -3.7% | -1.6% |
| 30D | -5.2% | +15.0% | -20.2% | -6.3% |
| 3M | +3.3% | -0.7% | +4.0% | +3.3% |
| 6M | -4.4% | +7.5% | -11.9% | -5.4% |
| YTD | +13.9% | +41.6% | -27.7% | +9.4% |
| 1Y | +7.6% | +50.7% | -43.0% | +2.6% |
| 3Y | +29.6% | +20.3% | +9.3% | +25.1% |
| 5Y | +28.1% | +85.2% | -57.2% | +20.6% |
| All | +28.1% | +84.8% | -56.7% | +20.6% |
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