+37.6%
CL vs S
+34.5%
+3.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.1% |
| 7D | +1.3% | -13.4% | +14.8% | +1.0% |
| 30D | +11.4% | -14.0% | +25.3% | +11.1% |
| 3M | +4.4% | +4.9% | -0.4% | +4.5% |
| 6M | +10.8% | +42.0% | -31.2% | +11.5% |
| YTD | +25.1% | +45.1% | -20.0% | +26.1% |
| 1Y | +28.0% | +33.1% | -5.1% | +28.8% |
| 3Y | +37.6% | +40.6% | -3.0% | +37.8% |
| All | +37.6% | +34.5% | +3.1% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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