+71.7%
TER vs CL
+43.4%
+28.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.8% | -7.2% | -4.8% |
| 7D | +14.4% | +3.2% | +11.1% | +15.5% |
| 30D | -30.6% | +8.0% | -38.6% | -28.6% |
| 3M | -39.2% | +7.9% | -47.1% | -37.2% |
| 6M | -31.3% | +14.7% | -46.0% | -28.1% |
| YTD | +29.1% | +29.2% | -0.1% | +36.4% |
| 1Y | +47.4% | +29.5% | +17.9% | +55.8% |
| 3Y | +191.2% | +40.7% | +150.6% | +190.1% |
| All | +71.7% | +43.4% | +28.2% | +66.3% |
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