+16.1%
CL vs Q
+71.3%
-55.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.4% |
| 7D | -2.2% | +0.2% | -2.4% | -2.2% |
| 30D | -4.8% | -11.1% | +6.3% | -5.4% |
| 3M | +4.9% | -22.1% | +27.0% | +3.6% |
| 6M | -5.7% | +0.5% | -6.2% | -7.0% |
| YTD | +14.4% | +47.8% | -33.4% | +16.2% |
| All | +16.1% | +71.3% | -55.2% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 1y: compounded portfolio wealth divided by compounded Q 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…
1y analysis · Full analysis span regression · 6 months rolling