+440.1%
CL vs MET
+1,300.1%
-860.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.2% | -1.2% |
| 7D | -2.2% | +1.2% | -3.3% | -2.4% |
| 30D | -4.8% | +1.4% | -6.2% | -5.1% |
| 3M | +4.9% | +17.7% | -12.8% | +2.2% |
| 6M | -5.7% | +35.0% | -40.7% | -10.2% |
| YTD | +14.4% | +26.3% | -11.9% | +9.9% |
| 1Y | +8.7% | +22.8% | -14.1% | +4.8% |
| 3Y | +30.0% | +65.9% | -36.0% | +18.2% |
| 5Y | +28.4% | +85.4% | -57.0% | +13.7% |
| 10Y | +50.1% | +253.7% | -203.6% | +15.3% |
| All | +440.1% | +1,300.1% | -860.0% | +226.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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