+26.6%
BE vs CL
+29.1%
-2.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.2% | +5.6% | +0.8% |
| 7D | -14.7% | +1.3% | -16.1% | -12.9% |
| 30D | -40.5% | +11.4% | -51.9% | -31.1% |
| 3M | -24.3% | +4.4% | -28.8% | -18.3% |
| 6M | -39.3% | +10.8% | -50.1% | -29.0% |
| YTD | +99.4% | +25.1% | +74.2% | +150.4% |
| 1Y | +26.6% | +28.0% | -1.4% | +72.4% |
| All | +26.6% | +29.1% | -2.5% | +72.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling