+92.3%
MA vs CL
+39.7%
+52.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.3% |
| 7D | +2.3% | +1.3% | +1.0% | +1.9% |
| 30D | +14.7% | +11.4% | +3.3% | +10.5% |
| 3M | +13.5% | +4.4% | +9.1% | +11.7% |
| 6M | +33.1% | +10.8% | +22.3% | +28.3% |
| YTD | +15.1% | +25.1% | -10.1% | +5.2% |
| 1Y | +18.7% | +28.0% | -9.2% | +7.5% |
| 3Y | +72.1% | +37.6% | +34.5% | +47.5% |
| All | +92.3% | +39.7% | +52.6% | +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