+42.8%
CL vs TPR
+255.9%
-213.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.1% | -7.1% | -0.4% |
| 7D | +5.9% | +13.9% | -7.9% | +5.2% |
| 30D | +13.8% | +14.9% | -1.2% | +12.9% |
| 3M | +6.4% | -15.4% | +21.8% | +7.1% |
| 6M | +15.6% | -4.5% | +20.1% | +15.5% |
| YTD | +27.9% | +6.0% | +21.9% | +27.3% |
| 1Y | +31.4% | +24.3% | +7.1% | +29.9% |
| 3Y | +41.4% | +412.8% | -371.4% | +28.4% |
| 5Y | +42.8% | +258.4% | -215.7% | +30.4% |
| All | +42.8% | +255.9% | -213.1% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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