+4,850.5%
CL vs IP
+364.8%
+4,485.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -1.9% |
| 7D | -2.2% | -5.3% | +3.1% | -1.2% |
| 30D | -4.8% | -10.9% | +6.0% | -2.9% |
| 3M | +4.9% | +11.2% | -6.3% | +2.3% |
| 6M | -5.7% | -10.2% | +4.5% | -4.7% |
| YTD | +14.4% | -2.0% | +16.4% | +13.5% |
| 1Y | +8.7% | -19.1% | +27.8% | +11.4% |
| 3Y | +30.0% | +20.9% | +9.1% | +20.3% |
| 5Y | +28.4% | -17.8% | +46.2% | +26.5% |
| 10Y | +50.1% | +23.5% | +26.6% | +31.4% |
| All | +4,850.5% | +364.8% | +4,485.7% | +2,285.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling