+1,616.9%
BE vs CL
+38.3%
+1,578.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.2% | -11.3% | -14.9% |
| 7D | -14.7% | +1.3% | -16.1% | -13.9% |
| 30D | -40.5% | +11.4% | -51.9% | -36.0% |
| 3M | -24.3% | +4.4% | -28.8% | -21.2% |
| 6M | -39.3% | +10.8% | -50.1% | -34.3% |
| YTD | +99.4% | +25.1% | +74.2% | +122.2% |
| 1Y | +26.6% | +28.0% | -1.4% | +42.2% |
| 3Y | +1,616.9% | +37.6% | +1,579.3% | +1,696.6% |
| All | +1,616.9% | +38.3% | +1,578.7% | +1,696.6% |
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