+43.9%
CL vs PR
+239.6%
-195.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -6.5% | +9.8% | +3.2% |
| 7D | +7.7% | -12.1% | +19.8% | +7.5% |
| 30D | +15.2% | +0.9% | +14.3% | +15.2% |
| 3M | +7.3% | +10.1% | -2.8% | +7.5% |
| 6M | +17.0% | +1.1% | +15.9% | +17.1% |
| YTD | +28.0% | +63.7% | -35.7% | +28.3% |
| 1Y | +32.1% | +87.0% | -54.9% | +32.6% |
| 3Y | +41.5% | +70.7% | -29.3% | +41.7% |
| 5Y | +43.9% | +246.8% | -202.9% | +44.4% |
| All | +43.9% | +239.6% | -195.7% | +44.4% |
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