+28.3%
CL vs MKTX
-61.3%
+89.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -2.3% | +0.3% | -2.6% | -2.3% |
| 30D | -5.5% | +1.0% | -6.4% | -5.6% |
| 3M | +0.8% | +40.8% | -40.0% | -1.9% |
| 6M | -4.2% | -10.9% | +6.7% | -3.2% |
| YTD | +13.4% | -8.6% | +22.0% | +14.4% |
| 1Y | +7.1% | -11.6% | +18.6% | +8.2% |
| 3Y | +29.0% | -24.5% | +53.6% | +30.7% |
| 5Y | +28.3% | -60.7% | +89.0% | +28.4% |
| All | +28.3% | -61.3% | +89.6% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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