+93.7%
MA vs CL
+43.3%
+50.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +3.2% | +5.9% | -2.8% | +1.1% |
| 30D | +15.9% | +13.8% | +2.2% | +10.8% |
| 3M | +15.2% | +6.4% | +8.7% | +12.6% |
| 6M | +32.4% | +15.6% | +16.7% | +25.7% |
| YTD | +15.6% | +27.9% | -12.3% | +4.9% |
| 1Y | +19.3% | +31.4% | -12.1% | +7.0% |
| 3Y | +73.0% | +41.4% | +31.6% | +46.8% |
| 5Y | +93.7% | +42.8% | +51.0% | +61.2% |
| All | +93.7% | +43.3% | +50.4% | +61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling