+5,435.1%
CL vs D
+2,488.7%
+2,946.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +5.9% | +6.9% | -1.0% | +3.3% |
| 30D | +13.8% | +12.3% | +1.4% | +8.9% |
| 3M | +6.4% | +3.0% | +3.4% | +5.2% |
| 6M | +15.6% | +12.8% | +2.8% | +10.3% |
| YTD | +27.9% | +22.6% | +5.3% | +18.0% |
| 1Y | +31.4% | +21.7% | +9.7% | +21.5% |
| 3Y | +41.4% | +83.9% | -42.5% | +10.3% |
| 5Y | +42.8% | +14.0% | +28.8% | +32.3% |
| 10Y | +79.7% | +45.6% | +34.1% | +48.3% |
| All | +5,435.1% | +2,488.7% | +2,946.4% | +1,232.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling