+76.1%
CL vs HWM
+1,135.2%
-1,059.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.9% | +5.9% | +0.4% |
| 7D | +5.9% | -2.4% | +8.4% | +6.1% |
| 30D | +13.8% | -13.3% | +27.0% | +14.9% |
| 3M | +6.4% | -31.0% | +37.4% | +9.6% |
| 6M | +15.6% | -17.1% | +32.8% | +16.9% |
| YTD | +27.9% | -1.9% | +29.8% | +27.2% |
| 1Y | +31.4% | -2.4% | +33.8% | +30.7% |
| 3Y | +41.4% | +322.2% | -280.8% | +19.0% |
| 5Y | +42.8% | +509.8% | -467.1% | +14.4% |
| 10Y | +79.7% | +1,453.8% | -1,374.1% | +32.6% |
| All | +76.1% | +1,135.2% | -1,059.1% | +28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling