+43.4%
CL vs EXC
+41.3%
+2.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.3% |
| 7D | +3.2% | +1.4% | +1.8% | +2.7% |
| 30D | +8.0% | +8.6% | -0.5% | +4.6% |
| 3M | +7.9% | +2.4% | +5.5% | +6.8% |
| 6M | +14.7% | +6.5% | +8.3% | +11.9% |
| YTD | +29.2% | +9.0% | +20.1% | +24.5% |
| 1Y | +29.5% | +4.6% | +25.0% | +26.9% |
| 3Y | +40.7% | +33.5% | +7.2% | +25.7% |
| All | +43.4% | +41.3% | +2.1% | +21.9% |
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