+527.9%
CL vs TPR
+7,380.8%
-6,852.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.2% | -2.3% | +0.1% | -1.9% |
| 30D | -4.8% | -23.0% | +18.1% | -2.1% |
| 3M | +4.9% | -12.5% | +17.4% | +6.2% |
| 6M | -5.7% | -21.4% | +15.7% | -3.5% |
| YTD | +14.4% | -3.5% | +17.9% | +14.1% |
| 1Y | +8.7% | +17.4% | -8.6% | +5.6% |
| 3Y | +30.0% | +291.3% | -261.3% | +6.4% |
| 5Y | +28.4% | +241.9% | -213.5% | +4.4% |
| 10Y | +50.1% | +322.7% | -272.6% | +9.3% |
| All | +527.9% | +7,380.8% | -6,852.9% | +182.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling