+77.4%
CL vs P
+485.4%
-407.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.5% |
| 7D | -2.2% | +6.5% | -8.7% | -2.3% |
| 30D | -4.8% | +18.8% | -23.7% | -5.2% |
| 3M | +4.9% | +26.7% | -21.8% | +4.3% |
| 6M | -5.7% | +62.2% | -67.9% | -7.1% |
| YTD | +14.4% | +48.5% | -34.1% | +12.8% |
| 1Y | +8.7% | +26.4% | -17.6% | +7.5% |
| 3Y | +30.0% | +159.4% | -129.4% | +21.2% |
| 5Y | +28.4% | +275.8% | -247.4% | +14.8% |
| 10Y | +50.1% | +732.0% | -681.9% | +20.9% |
| All | +77.4% | +485.4% | -407.9% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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