+5,435.1%
CL vs RF
+1,429.2%
+4,005.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.1% | +0.2% |
| 7D | +5.9% | -1.6% | +7.6% | +6.1% |
| 30D | +13.8% | +5.0% | +8.7% | +13.1% |
| 3M | +6.4% | -10.0% | +16.4% | +7.6% |
| 6M | +15.6% | +3.3% | +12.3% | +15.1% |
| YTD | +27.9% | +7.9% | +20.0% | +26.6% |
| 1Y | +31.4% | +21.2% | +10.2% | +28.3% |
| 3Y | +41.4% | +105.8% | -64.4% | +28.7% |
| 5Y | +42.8% | +43.7% | -0.9% | +33.7% |
| 10Y | +79.7% | +289.4% | -209.8% | +43.6% |
| All | +5,435.1% | +1,429.2% | +4,005.9% | +2,157.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling