+4,850.5%
CL vs WY
+688.1%
+4,162.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.6% |
| 7D | -2.2% | -1.7% | -0.5% | -1.8% |
| 30D | -4.8% | -10.1% | +5.3% | -2.8% |
| 3M | +4.9% | -5.1% | +10.0% | +5.8% |
| 6M | -5.7% | -4.8% | -0.9% | -5.0% |
| YTD | +14.4% | -0.2% | +14.6% | +14.1% |
| 1Y | +8.7% | -6.6% | +15.4% | +9.8% |
| 3Y | +30.0% | -22.7% | +52.7% | +34.7% |
| 5Y | +28.4% | -22.2% | +50.6% | +31.1% |
| 10Y | +50.1% | +7.3% | +42.8% | +36.3% |
| All | +4,850.5% | +688.1% | +4,162.4% | +2,273.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling