+40.7%
CL vs COMP
+309.8%
-269.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.2% | +8.1% | +0.1% |
| 7D | +5.9% | -1.8% | +7.7% | +6.0% |
| 30D | +13.8% | -0.8% | +14.5% | +13.7% |
| 3M | +6.4% | -28.1% | +34.5% | +7.2% |
| 6M | +15.6% | +27.0% | -11.4% | +14.8% |
| YTD | +27.9% | -12.8% | +40.7% | +27.1% |
| 1Y | +31.4% | +4.9% | +26.5% | +30.1% |
| All | +40.7% | +309.8% | -269.1% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling