+602.5%
CL vs TPR
+7,574.9%
-6,972.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.5% | -0.3% | +2.9% |
| 7D | +7.7% | +12.6% | -4.9% | +6.2% |
| 30D | +15.2% | +7.1% | +8.1% | +14.2% |
| 3M | +7.3% | -19.4% | +26.7% | +9.8% |
| 6M | +17.0% | -9.7% | +26.7% | +17.8% |
| YTD | +28.0% | -1.0% | +29.0% | +27.1% |
| 1Y | +32.1% | +19.3% | +12.8% | +28.1% |
| 3Y | +41.5% | +379.0% | -337.5% | +12.8% |
| 5Y | +43.9% | +239.1% | -195.2% | +17.3% |
| 10Y | +79.8% | +364.0% | -284.2% | +29.2% |
| All | +602.5% | +7,574.9% | -6,972.4% | +214.3% |
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