+53.4%
T vs CL
+39.7%
+13.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | 0.0% |
| 7D | +1.0% | +1.3% | -0.3% | +0.5% |
| 30D | -10.6% | +11.4% | -22.0% | -14.1% |
| 3M | -7.7% | +4.4% | -12.2% | -9.2% |
| 6M | -13.3% | +10.8% | -24.1% | -16.7% |
| YTD | -8.8% | +25.1% | -33.9% | -16.6% |
| 1Y | -8.4% | +28.0% | -36.4% | -17.0% |
| 3Y | +59.6% | +37.6% | +22.0% | +39.5% |
| All | +53.4% | +39.7% | +13.7% | +30.5% |
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