+30.9%
CL vs W
+39.1%
-8.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -4.0% | -1.5% |
| 7D | -2.2% | -4.2% | +2.0% | -2.1% |
| 30D | -4.8% | -7.6% | +2.7% | -4.8% |
| 3M | +4.9% | +37.2% | -32.3% | +4.6% |
| 6M | -5.7% | +26.3% | -32.0% | -6.0% |
| YTD | +14.4% | -1.0% | +15.4% | +14.0% |
| 1Y | +8.7% | +20.1% | -11.3% | +8.4% |
| All | +30.9% | +39.1% | -8.2% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 3y: compounded portfolio wealth divided by compounded W 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…
3y analysis · Full analysis span regression · 6 months rolling