+25.6%
CL vs DOW
+53.6%
-28.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.4% | -3.5% | 0.0% |
| 7D | -0.8% | -0.5% | -0.3% | -0.8% |
| 30D | +9.5% | +15.7% | -6.2% | +10.0% |
| 3M | +6.8% | +5.3% | +1.5% | +6.8% |
| 6M | +14.3% | -14.2% | +28.5% | +12.8% |
| YTD | +26.3% | +43.9% | -17.6% | +17.4% |
| 1Y | +25.6% | +53.1% | -27.5% | +15.0% |
| All | +25.6% | +53.6% | -28.0% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 1y: compounded portfolio wealth divided by compounded DOW 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…
1y analysis · Full analysis span regression · 6 months rolling