+62.6%
IWM vs CL
+41.3%
+21.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.6% |
| 7D | -4.6% | +5.9% | -10.5% | -4.6% |
| 30D | -3.7% | +13.8% | -17.4% | -3.7% |
| 3M | -9.4% | +6.4% | -15.8% | -9.4% |
| 6M | -3.6% | +15.6% | -19.2% | -3.8% |
| YTD | +10.8% | +27.9% | -17.1% | +10.3% |
| 1Y | +11.9% | +31.4% | -19.5% | +11.3% |
| All | +62.6% | +41.3% | +21.3% | +56.2% |
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