+4,850.5%
CL vs CP
+7,669.4%
-2,819.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -2.2% | -2.7% | +0.5% | -1.7% |
| 30D | -4.8% | +0.2% | -5.0% | -4.9% |
| 3M | +4.9% | +2.6% | +2.3% | +4.3% |
| 6M | -5.7% | +6.0% | -11.7% | -6.9% |
| YTD | +14.4% | +24.9% | -10.6% | +9.3% |
| 1Y | +8.7% | +20.1% | -11.4% | +4.6% |
| 3Y | +30.0% | +16.4% | +13.6% | +24.5% |
| 5Y | +28.4% | +31.7% | -3.4% | +19.1% |
| 10Y | +50.1% | +223.9% | -173.8% | +15.6% |
| All | +4,850.5% | +7,669.4% | -2,819.0% | +1,980.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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