+85.4%
BE vs CL
+29.8%
+55.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.8% | -6.7% | -2.8% |
| 7D | +10.8% | +3.2% | +7.6% | +14.9% |
| 30D | -19.8% | +8.0% | -27.8% | -10.8% |
| 3M | -18.7% | +7.9% | -26.6% | -9.0% |
| 6M | -33.7% | +14.7% | -48.5% | -19.7% |
| YTD | +121.0% | +29.2% | +91.8% | +182.8% |
| 1Y | +85.4% | +29.5% | +55.9% | +141.9% |
| All | +85.4% | +29.8% | +55.6% | +141.9% |
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 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