+30.9%
CL vs IP
+21.5%
+9.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -1.6% |
| 7D | -2.2% | -5.3% | +3.1% | -1.8% |
| 30D | -4.8% | -10.9% | +6.0% | -4.0% |
| 3M | +4.9% | +11.2% | -6.3% | +3.8% |
| 6M | -5.7% | -10.2% | +4.5% | -5.5% |
| YTD | +14.4% | -2.0% | +16.4% | +13.9% |
| 1Y | +8.7% | -19.1% | +27.8% | +8.8% |
| All | +30.9% | +21.5% | +9.3% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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