-63.9%
XYZ vs CL
+39.7%
-103.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +2.1% |
| 7D | +12.1% | +1.3% | +10.8% | +12.0% |
| 30D | +12.4% | +11.4% | +1.0% | +10.7% |
| 3M | +8.2% | +4.4% | +3.8% | +7.5% |
| 6M | +20.7% | +10.8% | +9.9% | +19.1% |
| YTD | +31.3% | +25.1% | +6.2% | +27.2% |
| 1Y | +20.5% | +28.0% | -7.4% | +16.3% |
| 3Y | +72.6% | +37.6% | +35.0% | +54.7% |
| All | -63.9% | +39.7% | -103.6% | -69.5% |
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