+1,683.3%
BE vs CL
+29.0%
+1,654.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.4% | -3.1% |
| 7D | +23.9% | -2.3% | +26.2% | +22.6% |
| 30D | +27.8% | -5.5% | +33.3% | +24.7% |
| 3M | +3.7% | +0.8% | +2.9% | +4.4% |
| 6M | +78.0% | -4.2% | +82.2% | +77.9% |
| YTD | +209.9% | +13.4% | +196.5% | +218.6% |
| 1Y | +389.6% | +7.1% | +382.5% | +412.1% |
| All | +1,683.3% | +29.0% | +1,654.3% | +1,394.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling