+29.5%
CL vs DOW
+56.5%
-27.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.8% |
| 7D | +3.2% | +5.2% | -2.0% | +3.4% |
| 30D | +8.0% | +13.2% | -5.2% | +8.4% |
| 3M | +7.9% | +10.1% | -2.2% | +8.1% |
| 6M | +14.7% | -13.1% | +27.8% | +13.3% |
| YTD | +29.2% | +46.1% | -17.0% | +20.2% |
| 1Y | +29.5% | +50.0% | -20.5% | +19.9% |
| All | +29.5% | +56.5% | -27.0% | +19.9% |
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