+5,435.1%
CL vs CP
+7,870.0%
-2,434.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | +5.9% | +6.1% | -0.2% | +4.8% |
| 30D | +13.8% | +9.8% | +4.0% | +11.8% |
| 3M | +6.4% | +2.7% | +3.7% | +5.8% |
| 6M | +15.6% | +12.8% | +2.9% | +12.9% |
| YTD | +27.9% | +28.2% | -0.3% | +21.6% |
| 1Y | +31.4% | +34.1% | -2.7% | +23.8% |
| 3Y | +41.4% | +28.9% | +12.5% | +32.9% |
| 5Y | +42.8% | +27.1% | +15.7% | +33.4% |
| 10Y | +79.7% | +264.8% | -185.1% | +35.5% |
| All | +5,435.1% | +7,870.0% | -2,434.9% | +2,214.4% |
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