+25.1%
XYZ vs CL
+26.2%
-1.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | -2.1% | -0.8% | -1.3% | -2.0% |
| 30D | +7.0% | +9.5% | -2.4% | +6.2% |
| 3M | +5.1% | +6.6% | -1.6% | +4.3% |
| 6M | +14.1% | +13.2% | +0.8% | +13.7% |
| YTD | +26.4% | +26.9% | -0.5% | +30.9% |
| 1Y | +25.1% | +27.6% | -2.5% | +29.1% |
| All | +25.1% | +26.2% | -1.1% | +29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling