+364.6%
CL vs CAPR
-99.1%
+463.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | -0.1% |
| 7D | +5.9% | +29.7% | -23.8% | +5.9% |
| 30D | +13.8% | +11.0% | +2.8% | +13.8% |
| 3M | +6.4% | +118.8% | -112.4% | +6.4% |
| 6M | +15.6% | -73.9% | +89.5% | +15.7% |
| YTD | +27.9% | -70.2% | +98.1% | +27.9% |
| 1Y | +31.4% | +38.3% | -6.9% | +31.0% |
| 3Y | +41.4% | +199.7% | -158.3% | +40.7% |
| 5Y | +42.8% | +130.6% | -87.8% | +42.1% |
| 10Y | +79.7% | -68.5% | +148.2% | +77.8% |
| All | +364.6% | -99.1% | +463.8% | +351.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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