+701.6%
BE vs CL
+84.1%
+617.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.3% | -9.6% | -6.2% |
| 7D | -12.1% | +7.7% | -19.8% | -11.9% |
| 30D | -30.1% | +15.2% | -45.3% | -29.9% |
| 3M | -12.1% | +7.3% | -19.5% | -11.8% |
| 6M | -30.6% | +17.0% | -47.6% | -30.9% |
| YTD | +130.6% | +28.0% | +102.7% | +125.5% |
| 1Y | +55.3% | +32.1% | +23.2% | +50.8% |
| 3Y | +1,755.6% | +41.5% | +1,714.1% | +1,637.8% |
| 5Y | +564.5% | +43.9% | +520.6% | +510.5% |
| All | +701.6% | +84.1% | +617.5% | +553.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling