+42.8%
CL vs M
-6.1%
+48.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.9% | +5.8% | +0.1% |
| 7D | +5.9% | -2.1% | +8.1% | +6.0% |
| 30D | +13.8% | +7.7% | +6.1% | +13.5% |
| 3M | +6.4% | -4.4% | +10.8% | +6.5% |
| 6M | +15.6% | +27.5% | -11.9% | +14.7% |
| YTD | +27.9% | +12.8% | +15.1% | +27.2% |
| 1Y | +31.4% | +20.7% | +10.7% | +30.4% |
| 3Y | +41.4% | +111.3% | -69.9% | +37.0% |
| 5Y | +42.8% | -6.3% | +49.1% | +39.0% |
| All | +42.8% | -6.1% | +48.9% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling