+315.6%
CL vs CAPR
-99.1%
+414.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.5% |
| 7D | -2.2% | -2.0% | -0.2% | -2.2% |
| 30D | -4.8% | +139.2% | -144.0% | -4.9% |
| 3M | +4.9% | -66.4% | +71.3% | +4.9% |
| 6M | -5.7% | -63.1% | +57.4% | -5.7% |
| YTD | +14.4% | -67.4% | +81.8% | +14.4% |
| 1Y | +8.7% | +58.2% | -49.5% | +8.4% |
| 3Y | +30.0% | +42.2% | -12.2% | +29.5% |
| 5Y | +28.4% | +87.3% | -58.9% | +27.8% |
| 10Y | +50.1% | -75.3% | +125.4% | +48.6% |
| All | +315.6% | -99.1% | +414.6% | +303.7% |
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