+28.0%
CL vs FE
+5.1%
+22.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.7% | -1.5% |
| 7D | +1.3% | -1.0% | +2.4% | +1.9% |
| 30D | +11.4% | +4.1% | +7.2% | +9.6% |
| 3M | +4.4% | -1.0% | +5.4% | +4.7% |
| 6M | +10.8% | +4.0% | +6.8% | +8.8% |
| YTD | +25.1% | +6.8% | +18.3% | +23.4% |
| 1Y | +28.0% | +5.3% | +22.7% | +26.7% |
| All | +28.0% | +5.1% | +22.8% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 1y: compounded portfolio wealth divided by compounded FE 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…
1y analysis · Full analysis span regression · 6 months rolling