+593.0%
BE vs CL
+80.0%
+513.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.2% | -11.3% | -13.6% |
| 7D | -14.7% | +1.3% | -16.1% | -14.7% |
| 30D | -40.5% | +11.4% | -51.9% | -40.4% |
| 3M | -24.3% | +4.4% | -28.8% | -24.1% |
| 6M | -39.3% | +10.8% | -50.1% | -39.5% |
| YTD | +99.4% | +25.1% | +74.2% | +94.8% |
| 1Y | +26.6% | +28.0% | -1.4% | +23.0% |
| 3Y | +1,616.9% | +37.6% | +1,579.3% | +1,509.0% |
| 5Y | +441.4% | +39.7% | +401.7% | +398.1% |
| All | +593.0% | +80.0% | +513.0% | +464.4% |
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