+28.3%
CL vs PBR
+96.2%
-68.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -0.4% |
| 7D | -1.4% | +2.5% | -3.8% | -1.4% |
| 30D | -5.2% | +19.4% | -24.6% | -5.3% |
| 3M | +3.3% | +20.8% | -17.5% | +3.1% |
| 6M | -4.4% | +23.5% | -27.9% | -5.1% |
| YTD | +13.9% | +83.4% | -69.5% | +10.3% |
| 1Y | +7.6% | +77.6% | -69.9% | +4.4% |
| All | +28.3% | +96.2% | -68.0% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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