+41.3%
CL vs WY
-31.5%
+72.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.3% |
| 3M | +5.6% | -16.6% | +22.2% | +9.2% |
| 6M | +13.2% | -8.6% | +21.7% | +14.7% |
| YTD | +26.9% | -8.4% | +35.3% | +28.5% |
| 1Y | +27.3% | -5.1% | +32.4% | +28.1% |
| 3Y | +39.7% | -21.9% | +61.6% | +44.0% |
| 5Y | +41.3% | -31.3% | +72.6% | +47.1% |
| All | +41.3% | -31.5% | +72.8% | +47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling