+43.9%
CL vs IP
-10.3%
+54.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.5% | +1.8% | +3.1% |
| 7D | +7.7% | +3.4% | +4.3% | +7.3% |
| 30D | +15.2% | +11.2% | +4.0% | +13.9% |
| 3M | +7.3% | -14.8% | +22.1% | +9.2% |
| 6M | +17.0% | +17.3% | -0.3% | +14.4% |
| YTD | +28.0% | -6.2% | +34.2% | +27.9% |
| 1Y | +32.1% | +2.3% | +29.8% | +30.9% |
| 3Y | +41.5% | +17.7% | +23.8% | +33.4% |
| 5Y | +43.9% | -8.4% | +52.3% | +44.0% |
| All | +43.9% | -10.3% | +54.2% | +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