+72.6%
XYZ vs CL
+38.3%
+34.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +1.8% |
| 7D | +12.1% | +1.3% | +10.8% | +12.1% |
| 30D | +12.4% | +11.4% | +1.0% | +12.6% |
| 3M | +8.2% | +4.4% | +3.8% | +8.2% |
| 6M | +20.7% | +10.8% | +9.9% | +21.3% |
| YTD | +31.3% | +25.1% | +6.2% | +34.0% |
| 1Y | +20.5% | +28.0% | -7.4% | +23.2% |
| 3Y | +72.6% | +37.6% | +35.0% | +75.3% |
| All | +72.6% | +38.3% | +34.4% | +75.3% |
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