+42.8%
CL vs IR
+42.7%
+0.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.2% |
| 7D | +5.9% | +2.3% | +3.6% | +5.7% |
| 30D | +13.8% | +3.3% | +10.4% | +13.3% |
| 3M | +6.4% | -9.0% | +15.4% | +7.4% |
| 6M | +15.6% | +8.0% | +7.6% | +14.4% |
| YTD | +27.9% | +3.4% | +24.5% | +26.8% |
| 1Y | +31.4% | +4.5% | +26.9% | +30.1% |
| 3Y | +41.4% | +25.6% | +15.8% | +32.7% |
| 5Y | +42.8% | +43.8% | -1.0% | +27.1% |
| All | +42.8% | +42.7% | +0.1% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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