+30.0%
CL vs IT
-40.5%
+70.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.2% | -1.1% |
| 7D | -2.2% | -6.0% | +3.9% | -1.7% |
| 30D | -4.8% | 0.0% | -4.8% | -4.9% |
| 3M | +4.9% | +13.1% | -8.2% | +3.2% |
| 6M | -5.7% | +11.7% | -17.4% | -7.3% |
| YTD | +14.4% | -26.1% | +40.5% | +16.2% |
| 1Y | +8.7% | -21.3% | +30.0% | +9.5% |
| 3Y | +30.0% | -46.7% | +76.7% | +34.2% |
| All | +30.0% | -40.5% | +70.6% | +30.6% |
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