+30.0%
CL vs PR
+433.6%
-403.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.5% |
| 7D | -2.2% | +2.9% | -5.1% | -2.1% |
| 30D | -4.8% | +18.0% | -22.9% | -4.7% |
| 3M | +4.9% | +16.9% | -12.0% | +5.1% |
| 6M | -5.7% | +28.2% | -33.9% | -5.5% |
| YTD | +14.4% | +69.3% | -54.9% | +14.6% |
| 1Y | +8.7% | +69.5% | -60.8% | +9.0% |
| 3Y | +30.0% | +81.7% | -51.7% | +30.0% |
| All | +30.0% | +433.6% | -403.6% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling