+98.4%
CL vs P
+449.6%
-351.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -16.4% | +16.3% | +0.1% |
| 7D | +5.9% | -31.9% | +37.8% | +6.4% |
| 30D | +13.8% | -36.5% | +50.3% | +14.3% |
| 3M | +6.4% | +11.6% | -5.2% | +5.8% |
| 6M | +15.6% | +25.2% | -9.6% | +14.4% |
| YTD | +27.9% | +39.4% | -11.6% | +25.9% |
| 1Y | +31.4% | -3.7% | +35.1% | +30.7% |
| 3Y | +41.4% | +167.3% | -125.9% | +30.7% |
| 5Y | +42.8% | +237.3% | -194.5% | +28.0% |
| 10Y | +79.7% | +698.6% | -619.0% | +44.5% |
| All | +98.4% | +449.6% | -351.3% | +60.5% |
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