+72.2%
V vs CL
+28.4%
+43.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.5% |
| 7D | -1.7% | -2.2% | +0.5% | -1.1% |
| 30D | +2.0% | -4.8% | +6.8% | +3.5% |
| 3M | +17.4% | +4.9% | +12.5% | +15.8% |
| 6M | +17.5% | -5.7% | +23.2% | +19.4% |
| YTD | +7.6% | +14.4% | -6.8% | +2.5% |
| 1Y | +7.7% | +8.7% | -1.0% | +4.3% |
| 3Y | +54.7% | +30.0% | +24.7% | +37.9% |
| All | +72.2% | +28.4% | +43.8% | +54.2% |
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