+41.3%
CL vs IR
+51.1%
-9.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.7% | -3.3% | +0.9% |
| 7D | +0.5% | +5.0% | -4.5% | 0.0% |
| 30D | +11.6% | +10.3% | +1.3% | +10.3% |
| 3M | +5.6% | -0.1% | +5.7% | +5.5% |
| 6M | +13.2% | +14.8% | -1.6% | +11.2% |
| YTD | +26.9% | +9.7% | +17.2% | +25.0% |
| 1Y | +27.3% | +12.2% | +15.1% | +25.1% |
| 3Y | +39.7% | +30.0% | +9.7% | +30.8% |
| 5Y | +41.3% | +46.8% | -5.5% | +25.5% |
| All | +41.3% | +51.1% | -9.8% | +25.5% |
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