+77.6%
V vs CL
+38.3%
+39.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.5% |
| 7D | +2.2% | +1.3% | +0.9% | +1.9% |
| 30D | +13.6% | +11.4% | +2.2% | +10.8% |
| 3M | +14.3% | +4.4% | +9.9% | +13.1% |
| 6M | +33.1% | +10.8% | +22.3% | +30.1% |
| YTD | +21.2% | +25.1% | -3.9% | +14.6% |
| 1Y | +26.4% | +28.0% | -1.5% | +18.7% |
| 3Y | +77.6% | +37.6% | +40.0% | +65.5% |
| All | +77.6% | +38.3% | +39.3% | +65.5% |
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 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