+593.2%
CL vs MKTX
+1,471.9%
-878.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.8% | +0.3% | -1.1% | -0.8% |
| 30D | +9.5% | +0.9% | +8.6% | +9.4% |
| 3M | +6.8% | +2.7% | +4.1% | +6.5% |
| 6M | +14.3% | +15.6% | -1.3% | +11.7% |
| YTD | +26.3% | -7.0% | +33.3% | +26.4% |
| 1Y | +25.6% | -1.2% | +26.8% | +24.8% |
| 3Y | +38.5% | -22.2% | +60.7% | +40.0% |
| 5Y | +40.7% | -53.7% | +94.5% | +48.8% |
| 10Y | +83.1% | +13.0% | +70.0% | +72.0% |
| All | +593.2% | +1,471.9% | -878.7% | +346.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling