+40.7%
CL vs IT
-53.3%
+93.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.8% |
| 7D | +3.2% | +1.1% | +2.1% | +3.1% |
| 30D | +8.0% | -1.8% | +9.9% | +8.3% |
| 3M | +7.9% | +4.8% | +3.0% | +7.5% |
| 6M | +14.7% | +33.0% | -18.3% | +12.3% |
| YTD | +29.2% | -23.8% | +53.0% | +30.0% |
| 1Y | +29.5% | -16.5% | +46.1% | +29.4% |
| 3Y | +40.7% | -53.6% | +94.3% | +43.7% |
| All | +40.7% | -53.3% | +93.9% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 3y: compounded portfolio wealth divided by compounded IT 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…
3y analysis · Full analysis span regression · 6 months rolling