+30.0%
CL vs IP
-17.2%
+47.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -1.7% |
| 7D | -2.2% | -5.3% | +3.1% | -1.6% |
| 30D | -4.8% | -10.9% | +6.0% | -3.6% |
| 3M | +4.9% | +11.2% | -6.3% | +3.4% |
| 6M | -5.7% | -10.2% | +4.5% | -5.2% |
| YTD | +14.4% | -2.0% | +16.4% | +13.8% |
| 1Y | +8.7% | -19.1% | +27.8% | +10.0% |
| 3Y | +30.0% | +20.9% | +9.1% | +22.3% |
| All | +30.0% | -17.2% | +47.2% | +29.6% |
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