+41.3%
CL vs EXC
+43.6%
-2.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.4% | +1.4% |
| 7D | +0.5% | -1.7% | +2.2% | +1.3% |
| 30D | +11.6% | +9.3% | +2.3% | +7.8% |
| 3M | +5.6% | +1.0% | +4.6% | +5.1% |
| 6M | +13.2% | +5.9% | +7.2% | +10.6% |
| YTD | +26.9% | +7.6% | +19.3% | +23.0% |
| 1Y | +27.3% | +2.4% | +24.9% | +25.7% |
| 3Y | +39.7% | +30.2% | +9.5% | +26.0% |
| 5Y | +41.3% | +41.4% | 0.0% | +19.0% |
| All | +41.3% | +43.6% | -2.3% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling