+3,045.3%
EQT vs CL
+4,870.0%
-1,824.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.4% |
| 7D | +1.1% | -2.2% | +3.3% | +1.6% |
| 30D | +7.7% | -4.8% | +12.5% | +8.9% |
| 3M | +0.2% | +4.9% | -4.7% | -1.2% |
| 6M | -9.5% | -5.7% | -3.8% | -8.6% |
| YTD | +3.8% | +14.4% | -10.5% | -0.2% |
| 1Y | +7.8% | +8.7% | -1.0% | +4.7% |
| 3Y | +30.1% | +30.0% | +0.2% | +19.0% |
| 5Y | +188.6% | +28.4% | +160.2% | +163.0% |
| 10Y | +54.6% | +50.1% | +4.5% | +32.5% |
| All | +3,045.3% | +4,870.0% | -1,824.6% | +1,498.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling