+30.9%
CL vs PR
+73.2%
-42.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.5% |
| 7D | -2.2% | +2.9% | -5.1% | -2.0% |
| 30D | -4.8% | +18.0% | -22.9% | -4.0% |
| 3M | +4.9% | +16.9% | -12.0% | +5.8% |
| 6M | -5.7% | +28.2% | -33.9% | -4.7% |
| YTD | +14.4% | +69.3% | -54.9% | +16.3% |
| 1Y | +8.7% | +69.5% | -60.8% | +10.6% |
| All | +30.9% | +73.2% | -42.3% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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