+5.0%
CL vs XE
-36.4%
+41.4%
-7.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.1% | -8.5% | -0.1% |
| 7D | -1.4% | +4.0% | -5.4% | -1.2% |
| 30D | -5.2% | -15.5% | +10.2% | -5.7% |
| 3M | +3.3% | -14.6% | +17.9% | +3.9% |
| All | +5.0% | -36.4% | +41.4% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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 · Available span rolling