+41.5%
CL vs O
+12.7%
+28.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | -0.8% | +0.6% | -1.4% | -1.0% |
| 30D | +9.5% | +9.4% | +0.1% | +5.6% |
| 3M | +6.8% | -2.4% | +9.2% | +7.7% |
| 6M | +14.3% | -1.9% | +16.1% | +15.1% |
| YTD | +27.0% | +10.5% | +16.5% | +22.3% |
| 1Y | +26.3% | +10.0% | +16.3% | +21.8% |
| 3Y | +39.3% | +40.5% | -1.2% | +24.0% |
| 5Y | +41.5% | +10.2% | +31.3% | +37.1% |
| All | +41.5% | +12.7% | +28.8% | +37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling