+40.7%
CL vs W
+126.8%
-86.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.2% | +8.2% | 0.0% |
| 7D | +5.9% | -5.6% | +11.5% | +6.0% |
| 30D | +13.8% | +7.5% | +6.2% | +13.6% |
| 3M | +6.4% | +5.4% | +1.0% | +6.3% |
| 6M | +15.6% | +79.4% | -63.8% | +15.0% |
| YTD | +27.9% | +12.9% | +15.0% | +27.2% |
| 1Y | +31.4% | +12.4% | +19.0% | +30.7% |
| All | +40.7% | +126.8% | -86.1% | +41.2% |
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