+28.0%
CL vs COMP
+16.2%
+11.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.4% | +7.6% | +0.5% |
| 7D | +2.6% | +7.2% | -4.6% | +2.2% |
| 30D | +11.8% | +6.4% | +5.4% | +11.4% |
| 3M | +5.9% | -19.4% | +25.3% | +6.7% |
| 6M | +13.3% | +14.6% | -1.2% | +12.1% |
| YTD | +27.1% | -5.5% | +32.6% | +20.5% |
| 1Y | +28.0% | +13.7% | +14.4% | +18.4% |
| All | +28.0% | +16.2% | +11.8% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling