+1,709.5%
BE vs CL
+40.9%
+1,668.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.8% | -6.7% | -3.8% |
| 7D | +10.8% | +3.2% | +7.6% | +13.0% |
| 30D | -19.8% | +8.0% | -27.8% | -15.1% |
| 3M | -18.7% | +7.9% | -26.6% | -13.5% |
| 6M | -33.7% | +14.7% | -48.5% | -26.7% |
| YTD | +121.0% | +29.2% | +91.8% | +151.4% |
| 1Y | +85.4% | +29.5% | +55.9% | +111.8% |
| 3Y | +1,709.5% | +40.7% | +1,668.9% | +1,840.1% |
| All | +1,709.5% | +40.9% | +1,668.6% | +1,840.1% |
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