+551.3%
CL vs EW
+7,833.4%
-7,282.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.5% | -0.3% |
| 7D | +5.9% | +6.8% | -0.8% | +5.0% |
| 30D | +13.8% | +16.6% | -2.8% | +11.5% |
| 3M | +6.4% | +13.3% | -6.9% | +4.6% |
| 6M | +15.6% | +21.6% | -6.0% | +12.5% |
| YTD | +27.9% | +18.3% | +9.6% | +24.8% |
| 1Y | +31.4% | +21.7% | +9.7% | +27.7% |
| 3Y | +41.4% | +50.3% | -8.9% | +31.2% |
| 5Y | +42.8% | -15.0% | +57.8% | +41.2% |
| 10Y | +79.7% | +237.5% | -157.8% | +46.2% |
| All | +551.3% | +7,833.4% | -7,282.1% | +309.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling