-5.0%
EQT vs CL
+16.0%
-21.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.8% |
| 7D | +6.9% | +3.2% | +3.7% | +6.8% |
| 30D | +0.4% | +8.0% | -7.6% | +0.2% |
| 3M | -2.0% | +7.9% | -9.9% | -2.3% |
| 6M | -5.0% | +14.7% | -19.7% | -5.0% |
| All | -5.0% | +16.0% | -21.0% | -5.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling