+57.6%
T vs CL
+40.0%
+17.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +2.0% | -0.8% | +2.7% | +2.3% |
| 30D | -1.0% | +9.5% | -10.6% | -4.3% |
| 3M | -8.1% | +6.8% | -14.9% | -10.4% |
| 6M | -8.3% | +14.3% | -22.5% | -12.9% |
| YTD | -6.1% | +26.3% | -32.4% | -14.5% |
| 1Y | -7.4% | +25.6% | -32.9% | -15.5% |
| 3Y | +65.4% | +38.5% | +27.0% | +44.2% |
| 5Y | +57.6% | +40.7% | +16.9% | +33.8% |
| All | +57.6% | +40.0% | +17.7% | +33.8% |
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