+57.8%
T vs CL
+43.4%
+14.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.7% |
| 7D | +2.5% | +3.2% | -0.7% | +1.2% |
| 30D | -3.8% | +8.0% | -11.8% | -6.5% |
| 3M | -8.7% | +7.9% | -16.6% | -11.4% |
| 6M | -8.1% | +14.7% | -22.9% | -12.9% |
| YTD | -6.4% | +29.2% | -35.6% | -15.5% |
| 1Y | -9.8% | +29.5% | -39.3% | -18.6% |
| 3Y | +65.5% | +40.7% | +24.8% | +43.4% |
| All | +57.8% | +43.4% | +14.4% | +33.5% |
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