+39.7%
CL vs BR
+13.8%
+25.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.2% |
| 7D | +0.5% | +4.4% | -3.9% | -0.6% |
| 30D | +11.6% | +16.3% | -4.7% | +7.4% |
| 3M | +5.6% | +16.2% | -10.6% | +1.5% |
| 6M | +13.2% | +30.3% | -17.2% | +5.4% |
| YTD | +26.9% | -12.2% | +39.1% | +31.3% |
| 1Y | +27.3% | -11.3% | +38.6% | +31.3% |
| 3Y | +39.7% | +15.2% | +24.5% | +27.2% |
| All | +39.7% | +13.8% | +25.9% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 3y: compounded portfolio wealth divided by compounded BR 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…
3y analysis · Full analysis span regression · 6 months rolling