+32.1%
CL vs HWM
+5.4%
+26.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.3% | +7.6% | +3.3% |
| 7D | +7.7% | +9.4% | -1.7% | +7.4% |
| 30D | +15.2% | -7.0% | +22.2% | +15.3% |
| 3M | +7.3% | -25.9% | +33.2% | +8.5% |
| 6M | +17.0% | -10.8% | +27.8% | +16.1% |
| YTD | +28.0% | +4.3% | +23.7% | +30.8% |
| 1Y | +32.1% | +4.4% | +27.7% | +37.3% |
| All | +32.1% | +5.4% | +26.7% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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