+43.5%
F vs CL
+38.3%
+5.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | -0.3% |
| 7D | +1.6% | +1.3% | +0.2% | +1.3% |
| 30D | +2.6% | +11.4% | -8.7% | +0.6% |
| 3M | -8.8% | +4.4% | -13.2% | -9.6% |
| 6M | +4.6% | +10.8% | -6.2% | +2.3% |
| YTD | -1.9% | +25.1% | -27.0% | -6.1% |
| 1Y | -0.8% | +28.0% | -28.7% | -5.4% |
| 3Y | +43.5% | +37.6% | +5.9% | +43.6% |
| All | +43.5% | +38.3% | +5.2% | +43.6% |
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