+543.0%
XYZ vs CL
+92.7%
+450.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | +9.2% | +5.9% | +3.3% | +7.0% |
| 30D | +9.8% | +13.8% | -4.0% | +4.7% |
| 3M | -0.2% | +6.4% | -6.6% | -2.5% |
| 6M | +18.0% | +15.6% | +2.3% | +11.5% |
| YTD | +29.1% | +27.9% | +1.2% | +16.5% |
| 1Y | +14.1% | +31.4% | -17.3% | +1.6% |
| 3Y | +72.6% | +41.4% | +31.3% | +42.4% |
| 5Y | -64.6% | +42.8% | -107.4% | -71.4% |
| 10Y | +590.0% | +79.7% | +510.3% | +383.2% |
| All | +543.0% | +92.7% | +450.3% | +335.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling