+55.2%
CL vs IR
+288.5%
-233.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.7% | -1.6% |
| 7D | -2.2% | -2.8% | +0.6% | -1.9% |
| 30D | -4.8% | -15.1% | +10.3% | -3.1% |
| 3M | +4.9% | +6.1% | -1.2% | +4.1% |
| 6M | -5.7% | -16.8% | +11.1% | -4.0% |
| YTD | +14.4% | -3.5% | +17.9% | +14.4% |
| 1Y | +8.7% | -3.5% | +12.2% | +8.6% |
| 3Y | +30.0% | +9.5% | +20.5% | +26.0% |
| 5Y | +28.4% | +45.1% | -16.7% | +18.8% |
| All | +55.2% | +288.5% | -233.4% | +31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling