+28.0%
CL vs RF
+21.0%
+6.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | +1.3% | -0.9% | +2.2% | +1.5% |
| 30D | +11.4% | +6.0% | +5.3% | +10.4% |
| 3M | +4.4% | -8.9% | +13.3% | +5.8% |
| 6M | +10.8% | +2.3% | +8.4% | +10.8% |
| YTD | +25.1% | +7.6% | +17.6% | +23.7% |
| 1Y | +28.0% | +21.2% | +6.8% | +24.2% |
| All | +28.0% | +21.0% | +6.9% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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