+365.3%
CL vs BR
+1,486.0%
-1,120.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | +2.6% | +5.0% | -2.4% | +1.2% |
| 30D | +11.8% | +16.6% | -4.9% | +7.0% |
| 3M | +5.9% | +12.0% | -6.1% | +2.4% |
| 6M | +13.3% | +30.7% | -17.4% | +4.5% |
| YTD | +27.1% | -11.9% | +39.0% | +30.6% |
| 1Y | +28.0% | -11.6% | +39.6% | +31.3% |
| 3Y | +39.4% | +15.0% | +24.4% | +31.5% |
| 5Y | +40.8% | +18.1% | +22.6% | +29.9% |
| 10Y | +84.9% | +278.6% | -193.8% | +18.0% |
| All | +365.3% | +1,486.0% | -1,120.7% | +81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling