+39.4%
CL vs O
+39.4%
0.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +2.6% | +3.5% | -1.0% | +0.8% |
| 30D | +11.8% | +10.4% | +1.3% | +6.4% |
| 3M | +5.9% | -2.4% | +8.3% | +7.1% |
| 6M | +13.3% | -1.2% | +14.5% | +13.9% |
| YTD | +27.1% | +10.4% | +16.7% | +21.4% |
| 1Y | +28.0% | +11.4% | +16.6% | +21.7% |
| 3Y | +39.4% | +40.4% | -1.0% | +24.3% |
| All | +39.4% | +39.4% | 0.0% | +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