-68.9%
XYZ vs CL
+28.4%
-97.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.5% |
| 7D | -1.0% | -2.2% | +1.2% | -0.7% |
| 30D | -1.7% | -4.8% | +3.1% | -1.1% |
| 3M | +16.7% | +4.9% | +11.8% | +16.0% |
| 6M | +26.9% | -5.7% | +32.6% | +27.5% |
| YTD | +27.1% | +14.4% | +12.8% | +24.8% |
| 1Y | +9.3% | +8.7% | +0.5% | +8.1% |
| 3Y | +42.3% | +30.0% | +12.3% | +28.2% |
| All | -68.9% | +28.4% | -97.2% | -72.9% |
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