+491.9%
CL vs SNY
+245.1%
+246.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.2% |
| 7D | -1.4% | -2.7% | +1.4% | -0.6% |
| 30D | -5.2% | -0.7% | -4.5% | -5.1% |
| 3M | +3.3% | -1.6% | +4.9% | +3.6% |
| 6M | -4.4% | +2.3% | -6.6% | -5.2% |
| YTD | +13.9% | -6.0% | +19.9% | +15.4% |
| 1Y | +7.6% | -2.7% | +10.3% | +7.8% |
| 3Y | +29.6% | -7.5% | +37.0% | +28.9% |
| 5Y | +28.1% | +6.7% | +21.4% | +20.9% |
| 10Y | +53.4% | +62.3% | -8.9% | +27.3% |
| All | +491.9% | +245.1% | +246.8% | +278.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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