+37.6%
CL vs M
+100.8%
-63.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.4% | -2.0% |
| 7D | +1.3% | -4.3% | +5.6% | +1.5% |
| 30D | +11.4% | +1.3% | +10.1% | +11.3% |
| 3M | +4.4% | -7.4% | +11.8% | +4.6% |
| 6M | +10.8% | +18.3% | -7.6% | +10.2% |
| YTD | +25.1% | +7.6% | +17.6% | +24.6% |
| 1Y | +28.0% | +17.4% | +10.6% | +27.1% |
| 3Y | +37.6% | +108.4% | -70.7% | +34.9% |
| All | +37.6% | +100.8% | -63.2% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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