+40.7%
CL vs EXC
+28.8%
+11.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | +5.9% | +1.4% | +4.6% | +5.4% |
| 30D | +13.8% | +11.6% | +2.1% | +8.7% |
| 3M | +6.4% | +2.7% | +3.8% | +5.1% |
| 6M | +15.6% | +2.7% | +13.0% | +14.1% |
| YTD | +27.9% | +9.7% | +18.2% | +22.8% |
| 1Y | +31.4% | +4.5% | +26.9% | +28.6% |
| All | +40.7% | +28.8% | +11.9% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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