+42.8%
CL vs IP
-12.5%
+55.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +0.4% |
| 7D | +5.9% | -5.0% | +10.9% | +6.5% |
| 30D | +13.8% | +6.5% | +7.2% | +12.9% |
| 3M | +6.4% | -18.0% | +24.4% | +8.7% |
| 6M | +15.6% | +10.3% | +5.3% | +13.9% |
| YTD | +27.9% | -9.9% | +37.8% | +28.4% |
| 1Y | +31.4% | -1.1% | +32.5% | +30.7% |
| 3Y | +41.4% | +13.0% | +28.4% | +33.9% |
| 5Y | +42.8% | -12.3% | +55.1% | +44.0% |
| All | +42.8% | -12.5% | +55.2% | +44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling