+4,850.5%
CL vs EXC
+2,353.7%
+2,496.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.2% |
| 7D | -2.2% | +0.3% | -2.5% | -2.3% |
| 30D | -4.8% | -3.7% | -1.1% | -3.8% |
| 3M | +4.9% | -1.3% | +6.2% | +5.3% |
| 6M | -5.7% | -9.7% | +4.0% | -2.9% |
| YTD | +14.4% | +2.9% | +11.5% | +13.2% |
| 1Y | +8.7% | +4.4% | +4.4% | +7.1% |
| 3Y | +30.0% | +22.2% | +7.8% | +21.6% |
| 5Y | +28.4% | +46.7% | -18.3% | +13.1% |
| 10Y | +50.1% | +155.3% | -105.3% | +11.3% |
| All | +4,850.5% | +2,353.7% | +2,496.7% | +1,552.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling