+1,076.1%
BE vs CL
+28.4%
+1,047.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.5% | +8.8% | +6.9% |
| 7D | +20.0% | -2.2% | +22.2% | +19.2% |
| 30D | +7.9% | -4.8% | +12.7% | +6.4% |
| 3M | -13.2% | +4.9% | -18.1% | -12.2% |
| 6M | +53.5% | -5.7% | +59.2% | +53.5% |
| YTD | +191.0% | +14.4% | +176.6% | +196.1% |
| 1Y | +360.5% | +8.7% | +351.8% | +372.4% |
| 3Y | +1,568.0% | +30.0% | +1,538.0% | +1,585.6% |
| All | +1,076.1% | +28.4% | +1,047.8% | +1,112.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling