+40.7%
CL vs EW
+50.0%
-9.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.5% | -0.2% |
| 7D | +5.9% | +6.8% | -0.8% | +5.3% |
| 30D | +13.8% | +16.6% | -2.8% | +12.2% |
| 3M | +6.4% | +13.3% | -6.9% | +5.2% |
| 6M | +15.6% | +21.6% | -6.0% | +13.7% |
| YTD | +27.9% | +18.3% | +9.6% | +25.8% |
| 1Y | +31.4% | +21.7% | +9.7% | +29.1% |
| All | +40.7% | +50.0% | -9.3% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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