+26.8%
CL vs PL
+84.9%
-58.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.5% |
| 7D | -2.2% | -9.3% | +7.1% | -2.3% |
| 30D | -4.8% | -18.9% | +14.1% | -5.1% |
| 3M | +4.9% | -58.4% | +63.3% | +3.9% |
| 6M | -5.7% | -30.3% | +24.6% | -5.9% |
| YTD | +14.4% | -8.1% | +22.5% | +14.6% |
| 1Y | +8.7% | +180.5% | -171.7% | +10.2% |
| 3Y | +30.0% | +444.1% | -414.2% | +31.8% |
| 5Y | +28.4% | +83.0% | -54.7% | +28.5% |
| All | +26.8% | +84.9% | -58.1% | +27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling