+39.9%
CL vs IR
+44.3%
-4.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.3% |
| 7D | +1.3% | +3.7% | -2.3% | +0.9% |
| 30D | +11.4% | +7.4% | +3.9% | +10.4% |
| 3M | +4.4% | -5.9% | +10.3% | +5.0% |
| 6M | +10.8% | +5.6% | +5.2% | +9.9% |
| YTD | +25.1% | +4.8% | +20.3% | +23.9% |
| 1Y | +28.0% | +6.9% | +21.0% | +26.4% |
| 3Y | +37.6% | +27.6% | +10.1% | +28.9% |
| All | +39.9% | +44.3% | -4.5% | +24.6% |
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