+763.1%
PM vs CL
+268.6%
+494.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.1% |
| 7D | -4.9% | -2.2% | -2.7% | -3.6% |
| 30D | -3.4% | -4.8% | +1.4% | -0.5% |
| 3M | +5.2% | +4.9% | +0.3% | +2.2% |
| 6M | +3.7% | -5.7% | +9.4% | +7.1% |
| YTD | +15.8% | +14.4% | +1.4% | +6.4% |
| 1Y | +17.4% | +8.7% | +8.6% | +10.9% |
| 3Y | +116.9% | +30.0% | +86.9% | +80.6% |
| 5Y | +117.3% | +28.4% | +89.0% | +80.2% |
| 10Y | +193.8% | +50.1% | +143.7% | +116.6% |
| All | +763.1% | +268.6% | +494.6% | +251.4% |
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 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