+5,435.1%
CL vs EXC
+2,516.2%
+2,918.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | +5.9% | +1.4% | +4.6% | +5.5% |
| 30D | +13.8% | +11.6% | +2.1% | +10.2% |
| 3M | +6.4% | +2.7% | +3.8% | +5.6% |
| 6M | +15.6% | +2.7% | +13.0% | +14.7% |
| YTD | +27.9% | +9.7% | +18.2% | +24.2% |
| 1Y | +31.4% | +4.5% | +26.9% | +29.4% |
| 3Y | +41.4% | +28.5% | +12.9% | +30.5% |
| 5Y | +42.8% | +43.9% | -1.2% | +26.5% |
| 10Y | +79.7% | +183.7% | -104.1% | +29.5% |
| All | +5,435.1% | +2,516.2% | +2,918.9% | +1,712.9% |
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 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