+13,824.1%
MA vs CL
+376.9%
+13,447.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.3% |
| 7D | -2.7% | -2.2% | -0.5% | -1.5% |
| 30D | +1.5% | -4.8% | +6.4% | +4.5% |
| 3M | +20.4% | +4.9% | +15.5% | +16.8% |
| 6M | +11.1% | -5.7% | +16.9% | +14.2% |
| YTD | +2.0% | +14.4% | -12.4% | -7.2% |
| 1Y | -2.2% | +8.7% | -10.9% | -8.6% |
| 3Y | +41.9% | +30.0% | +11.9% | +16.1% |
| 5Y | +75.4% | +28.4% | +47.0% | +42.5% |
| 10Y | +527.5% | +50.1% | +477.5% | +344.1% |
| All | +13,824.1% | +376.9% | +13,447.2% | +4,195.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling