+41.3%
CL vs IT
-42.3%
+83.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | -0.8% | -3.7% | +2.8% | -0.5% |
| 30D | +9.5% | -3.1% | +12.6% | +9.8% |
| 3M | +6.6% | +6.3% | +0.3% | +6.0% |
| 6M | +13.2% | +24.8% | -11.5% | +10.4% |
| YTD | +26.9% | -24.4% | +51.2% | +28.6% |
| 1Y | +27.6% | -17.1% | +44.7% | +28.1% |
| 3Y | +39.1% | -53.6% | +92.8% | +46.5% |
| 5Y | +41.3% | -42.5% | +83.8% | +43.4% |
| All | +41.3% | -42.3% | +83.6% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling