+40.7%
CL vs HWM
+320.3%
-279.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.9% | +5.9% | -0.2% |
| 7D | +5.9% | -2.4% | +8.4% | +5.8% |
| 30D | +13.8% | -13.3% | +27.0% | +13.5% |
| 3M | +6.4% | -31.0% | +37.4% | +5.9% |
| 6M | +15.6% | -17.1% | +32.8% | +15.2% |
| YTD | +27.9% | -1.9% | +29.8% | +28.5% |
| 1Y | +31.4% | -2.4% | +33.8% | +32.0% |
| All | +40.7% | +320.3% | -279.7% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling