+30.0%
CL vs HWM
+743.6%
-713.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -2.2% | -2.1% | -0.1% | -2.1% |
| 30D | -4.8% | -11.0% | +6.2% | -4.3% |
| 3M | +4.9% | +4.0% | +0.9% | +4.5% |
| 6M | -5.7% | -0.2% | -5.5% | -6.0% |
| YTD | +14.4% | +26.7% | -12.3% | +13.0% |
| 1Y | +8.7% | +44.7% | -36.0% | +6.6% |
| 3Y | +30.0% | +426.1% | -396.1% | +10.1% |
| All | +30.0% | +743.6% | -713.6% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling