+42.8%
CL vs PL
+11.6%
+31.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -10.1% | +10.0% | -0.3% |
| 7D | +5.9% | -20.5% | +26.5% | +5.5% |
| 30D | +13.8% | -38.8% | +52.5% | +13.0% |
| 3M | +6.4% | -49.1% | +55.5% | +5.4% |
| 6M | +15.6% | -69.4% | +85.0% | +14.0% |
| YTD | +27.9% | -42.3% | +70.2% | +27.3% |
| 1Y | +31.4% | -14.2% | +45.6% | +31.5% |
| 3Y | +41.4% | +398.7% | -357.3% | +42.2% |
| 5Y | +42.8% | +11.1% | +31.6% | +41.4% |
| All | +42.8% | +11.6% | +31.2% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling