+32.6%
XYZ vs CL
+27.9%
+4.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.2% | +3.3% |
| 7D | +14.9% | +0.5% | +14.4% | +14.7% |
| 30D | +14.7% | +11.6% | +3.1% | +13.6% |
| 3M | +12.1% | +5.6% | +6.5% | +11.3% |
| 6M | +18.3% | +13.2% | +5.2% | +18.0% |
| YTD | +36.1% | +26.9% | +9.1% | +41.0% |
| All | +32.6% | +27.9% | +4.6% | +36.7% |
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 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