+318.7%
CL vs BR
+1,321.0%
-1,002.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -0.5% |
| 7D | -2.2% | -5.3% | +3.1% | -0.7% |
| 30D | -4.8% | +6.4% | -11.3% | -6.6% |
| 3M | +4.9% | +13.6% | -8.7% | +0.9% |
| 6M | -5.7% | -6.7% | +1.0% | -4.4% |
| YTD | +14.4% | -21.1% | +35.5% | +21.3% |
| 1Y | +8.7% | -29.6% | +38.3% | +19.2% |
| 3Y | +30.0% | -2.4% | +32.4% | +28.5% |
| 5Y | +28.4% | +11.2% | +17.1% | +20.4% |
| 10Y | +50.1% | +191.8% | -141.7% | +3.2% |
| All | +318.7% | +1,321.0% | -1,002.3% | +68.3% |
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