+40.8%
CL vs PL
+459.7%
-419.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -6.4% | +9.6% | +3.1% |
| 7D | +7.7% | -11.7% | +19.4% | +7.4% |
| 30D | +15.2% | -27.1% | +42.4% | +14.4% |
| 3M | +7.3% | -44.6% | +51.9% | +6.0% |
| 6M | +17.0% | -67.2% | +84.2% | +14.6% |
| YTD | +28.0% | -35.9% | +63.8% | +27.6% |
| 1Y | +32.1% | -0.4% | +32.5% | +33.1% |
| All | +40.8% | +459.7% | -419.0% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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