+41.3%
CL vs BR
+20.2%
+21.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.2% |
| 3M | +5.6% | +16.2% | -10.6% | +1.3% |
| 6M | +13.2% | +30.3% | -17.2% | +5.0% |
| YTD | +26.9% | -12.2% | +39.1% | +30.8% |
| 1Y | +27.3% | -11.3% | +38.6% | +30.8% |
| 3Y | +39.7% | +15.2% | +24.5% | +32.5% |
| 5Y | +41.3% | +18.0% | +23.3% | +32.2% |
| All | +41.3% | +20.2% | +21.1% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling