+2,776.0%
CL vs IT
+6,228.4%
-3,452.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.9% | -1.8% |
| 7D | +1.3% | -16.9% | +18.2% | +3.1% |
| 30D | +11.4% | +2.3% | +9.0% | +11.0% |
| 3M | +4.4% | +2.9% | +1.6% | +3.8% |
| 6M | +10.8% | +25.9% | -15.1% | +7.5% |
| YTD | +25.1% | -24.6% | +49.8% | +26.8% |
| 1Y | +28.0% | -16.0% | +44.0% | +28.2% |
| 3Y | +37.6% | -51.6% | +89.2% | +44.0% |
| 5Y | +39.7% | -42.6% | +82.4% | +42.5% |
| 10Y | +75.8% | +103.6% | -27.8% | +56.1% |
| All | +2,776.0% | +6,228.4% | -3,452.4% | +2,039.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling