+238.5%
TER vs CL
+30.5%
+208.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +7.0% | +4.7% |
| 7D | +0.6% | -2.2% | +2.8% | -0.6% |
| 30D | -8.3% | -4.8% | -3.4% | -10.5% |
| 3M | -12.2% | +4.9% | -17.1% | -9.8% |
| 6M | +17.1% | -5.7% | +22.8% | +14.6% |
| YTD | +84.7% | +14.4% | +70.3% | +98.4% |
| 1Y | +199.9% | +8.7% | +191.2% | +221.0% |
| All | +238.5% | +30.5% | +208.0% | +284.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling