+570.5%
XYZ vs CL
+92.9%
+477.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +3.3% | +12.0% | +14.1% |
| 7D | +16.5% | +7.7% | +8.8% | +13.5% |
| 30D | +15.0% | +15.2% | -0.3% | +9.1% |
| 3M | +3.5% | +7.3% | -3.8% | +0.8% |
| 6M | +21.9% | +17.0% | +4.9% | +14.6% |
| YTD | +34.6% | +28.0% | +6.6% | +21.4% |
| 1Y | +20.7% | +32.1% | -11.4% | +7.3% |
| 3Y | +80.0% | +41.5% | +38.5% | +48.5% |
| 5Y | -64.6% | +43.9% | -108.5% | -71.5% |
| 10Y | +619.5% | +79.8% | +539.7% | +403.7% |
| All | +570.5% | +92.9% | +477.6% | +353.5% |
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 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