+72.4%
TER vs CL
+41.6%
+30.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.4% | +11.3% | +13.2% |
| 7D | -5.8% | +0.5% | -6.3% | -5.5% |
| 30D | -38.9% | +11.6% | -50.5% | -36.7% |
| 3M | -35.1% | +5.6% | -40.7% | -33.5% |
| 6M | -31.6% | +13.2% | -44.7% | -28.8% |
| YTD | +27.2% | +26.9% | +0.3% | +33.7% |
| 1Y | +35.2% | +27.3% | +7.9% | +42.1% |
| 3Y | +192.8% | +39.7% | +153.1% | +189.3% |
| 5Y | +72.4% | +41.3% | +31.1% | +65.9% |
| All | +72.4% | +41.6% | +30.8% | +65.9% |
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