+132.4%
HOOD vs CL
+31.1%
+101.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.2% | +5.4% | +2.6% |
| 7D | -4.8% | +1.3% | -6.1% | -4.4% |
| 30D | -26.1% | +11.4% | -37.5% | -23.7% |
| 3M | -10.8% | +4.4% | -15.2% | -9.5% |
| 6M | +2.4% | +10.8% | -8.4% | +5.9% |
| YTD | -28.5% | +25.1% | -53.6% | -23.4% |
| 1Y | -36.3% | +28.0% | -64.3% | -31.3% |
| 3Y | +743.7% | +37.6% | +706.1% | +821.8% |
| 5Y | +118.6% | +39.7% | +78.9% | +138.6% |
| All | +132.4% | +31.1% | +101.3% | +94.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling