+9.1%
EQT vs CL
+8.1%
+1.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.6% |
| 7D | -1.2% | -2.4% | +1.3% | -1.3% |
| 30D | +1.1% | -4.8% | +5.9% | +0.8% |
| 3M | +4.8% | -1.7% | +6.5% | +4.9% |
| 6M | -10.6% | -3.8% | -6.8% | -10.7% |
| YTD | +3.4% | +13.3% | -9.8% | +5.3% |
| All | +9.1% | +8.1% | +1.1% | +13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling