+37.6%
CL vs O
+37.3%
+0.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.8% |
| 7D | +1.3% | +3.7% | -2.4% | -0.5% |
| 30D | +11.4% | +11.2% | +0.2% | +5.7% |
| 3M | +4.4% | -4.0% | +8.4% | +6.4% |
| 6M | +10.8% | -5.2% | +16.0% | +13.5% |
| YTD | +25.1% | +9.5% | +15.7% | +20.0% |
| 1Y | +28.0% | +10.6% | +17.4% | +22.2% |
| 3Y | +37.6% | +38.1% | -0.5% | +24.3% |
| All | +37.6% | +37.3% | +0.3% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 3y: compounded portfolio wealth divided by compounded O 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…
3y analysis · Full analysis span regression · 6 months rolling