+27.6%
CL vs MTB
+21.0%
+6.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | +9.5% | +0.8% | +8.6% | +9.3% |
| 3M | +6.6% | -12.8% | +19.4% | +9.4% |
| 6M | +13.2% | +6.7% | +6.5% | +12.9% |
| YTD | +26.9% | +11.3% | +15.5% | +23.9% |
| 1Y | +27.6% | +20.2% | +7.4% | +22.7% |
| All | +27.6% | +21.0% | +6.6% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling