+550.9%
CL vs BG
+931.4%
-380.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.4% |
| 7D | +2.6% | +5.0% | -2.4% | +1.9% |
| 30D | +11.8% | -3.2% | +15.0% | +12.2% |
| 3M | +5.9% | -11.2% | +17.1% | +7.5% |
| 6M | +13.3% | -19.4% | +32.8% | +16.3% |
| YTD | +27.1% | +13.6% | +13.5% | +23.8% |
| 1Y | +28.0% | +7.3% | +20.7% | +25.7% |
| 3Y | +39.4% | +3.8% | +35.6% | +36.0% |
| 5Y | +40.8% | +23.2% | +17.6% | +32.0% |
| 10Y | +84.9% | +97.9% | -13.1% | +54.9% |
| All | +550.9% | +931.4% | -380.5% | +361.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling