+28.9%
CL vs Q
+77.9%
-49.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.9% | -5.5% | +2.0% |
| 7D | +0.5% | +8.4% | -7.9% | +1.3% |
| 30D | +11.6% | -1.2% | +12.8% | +11.9% |
| 3M | +5.6% | -9.3% | +14.9% | +5.5% |
| 6M | +13.2% | -15.0% | +28.1% | +12.3% |
| YTD | +26.9% | +53.5% | -26.6% | +29.7% |
| 1Y | +27.3% | +35.9% | -8.5% | +30.9% |
| All | +28.9% | +77.9% | -49.0% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling