+14,183.4%
TER vs CL
+4,870.0%
+9,313.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +7.0% | +6.0% |
| 7D | +0.6% | -2.2% | +2.8% | +1.3% |
| 30D | -8.3% | -4.8% | -3.4% | -7.0% |
| 3M | -12.2% | +4.9% | -17.1% | -14.9% |
| 6M | +17.1% | -5.7% | +22.8% | +17.6% |
| YTD | +84.7% | +14.4% | +70.3% | +73.1% |
| 1Y | +199.9% | +8.7% | +191.2% | +183.7% |
| 3Y | +232.8% | +30.0% | +202.8% | +187.8% |
| 5Y | +198.6% | +28.4% | +170.2% | +157.1% |
| 10Y | +1,669.7% | +50.1% | +1,619.7% | +1,309.2% |
| All | +14,183.4% | +4,870.0% | +9,313.5% | +3,337.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling