+108.3%
V vs CL
+43.4%
+64.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +0.7% |
| 7D | +0.9% | +3.2% | -2.3% | 0.0% |
| 30D | +9.0% | +8.0% | +0.9% | +6.5% |
| 3M | +16.7% | +7.9% | +8.9% | +14.0% |
| 6M | +33.4% | +14.7% | +18.7% | +28.0% |
| YTD | +22.4% | +29.2% | -6.8% | +12.4% |
| 1Y | +27.7% | +29.5% | -1.9% | +17.1% |
| 3Y | +78.0% | +40.7% | +37.3% | +55.6% |
| All | +108.3% | +43.4% | +64.9% | +79.7% |
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