+41.3%
CL vs S
-66.6%
+108.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.0% | -6.6% | +1.6% |
| 7D | +0.5% | +1.6% | -1.0% | +0.6% |
| 30D | +11.6% | -10.5% | +22.1% | +11.5% |
| 3M | +5.6% | +9.9% | -4.3% | +5.8% |
| 6M | +13.2% | +41.8% | -28.6% | +13.8% |
| YTD | +26.9% | +56.8% | -29.9% | +27.9% |
| 1Y | +27.3% | +39.0% | -11.7% | +28.2% |
| 3Y | +39.7% | +53.8% | -14.1% | +41.2% |
| 5Y | +41.3% | -68.6% | +109.9% | +37.1% |
| All | +41.3% | -66.6% | +108.0% | +37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling