+30.0%
CL vs S
-71.4%
+101.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.5% |
| 7D | -2.2% | -7.7% | +5.5% | -2.3% |
| 30D | -4.8% | -5.3% | +0.5% | -4.9% |
| 3M | +4.9% | +20.3% | -15.4% | +5.2% |
| 6M | -5.7% | +47.4% | -53.1% | -5.1% |
| YTD | +14.4% | +32.5% | -18.2% | +15.0% |
| 1Y | +8.7% | +9.5% | -0.8% | +9.1% |
| 3Y | +30.0% | +15.5% | +14.5% | +30.8% |
| All | +30.0% | -71.4% | +101.4% | +27.7% |
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