+42.8%
CL vs FE
+46.2%
-3.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +5.9% | +0.6% | +5.4% | +5.7% |
| 30D | +13.8% | +6.4% | +7.3% | +11.2% |
| 3M | +6.4% | -0.5% | +6.9% | +6.5% |
| 6M | +15.6% | +4.7% | +10.9% | +13.5% |
| YTD | +27.9% | +8.4% | +19.5% | +23.9% |
| 1Y | +31.4% | +7.2% | +24.2% | +27.7% |
| 3Y | +41.4% | +44.9% | -3.5% | +22.5% |
| 5Y | +42.8% | +46.3% | -3.5% | +20.9% |
| All | +42.8% | +46.2% | -3.4% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling