+92.3%
COST vs CL
+38.3%
+54.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.0% | -0.5% |
| 7D | +4.1% | +1.3% | +2.7% | +3.7% |
| 30D | +12.0% | +11.4% | +0.6% | +8.5% |
| 3M | +11.2% | +4.4% | +6.7% | +9.7% |
| 6M | +6.1% | +10.8% | -4.7% | +3.1% |
| YTD | +22.9% | +25.1% | -2.2% | +15.6% |
| 1Y | +14.7% | +28.0% | -13.2% | +7.2% |
| 3Y | +92.3% | +37.6% | +54.7% | +71.0% |
| All | +92.3% | +38.3% | +54.1% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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