+39.9%
CL vs EW
-14.5%
+54.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.3% |
| 7D | +1.3% | +11.0% | -9.7% | +0.2% |
| 30D | +11.4% | +19.1% | -7.7% | +9.2% |
| 3M | +4.4% | +14.4% | -9.9% | +2.8% |
| 6M | +10.8% | +22.8% | -12.0% | +8.3% |
| YTD | +25.1% | +19.8% | +5.3% | +22.4% |
| 1Y | +28.0% | +23.9% | +4.1% | +24.8% |
| 3Y | +37.6% | +52.2% | -14.6% | +28.7% |
| All | +39.9% | -14.5% | +54.3% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling