+40.7%
CL vs D
+82.3%
-41.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +5.9% | +6.9% | -1.0% | +3.4% |
| 30D | +13.8% | +12.3% | +1.4% | +9.2% |
| 3M | +6.4% | +3.0% | +3.4% | +5.1% |
| 6M | +15.6% | +12.8% | +2.8% | +10.8% |
| YTD | +27.9% | +22.6% | +5.3% | +19.0% |
| 1Y | +31.4% | +21.7% | +9.7% | +22.4% |
| All | +40.7% | +82.3% | -41.6% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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