+39.7%
CL vs WY
-23.3%
+63.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.3% |
| 7D | +0.5% | -0.8% | +1.3% | +0.7% |
| 30D | +11.6% | +10.6% | +1.0% | +9.1% |
| 3M | +5.6% | -16.6% | +22.2% | +9.4% |
| 6M | +13.2% | -8.6% | +21.7% | +14.8% |
| YTD | +26.9% | -8.4% | +35.3% | +28.6% |
| 1Y | +27.3% | -5.1% | +32.4% | +28.2% |
| 3Y | +39.7% | -21.9% | +61.6% | +46.7% |
| All | +39.7% | -23.3% | +63.1% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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