+911.5%
BE vs CL
+64.5%
+847.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.5% | +8.8% | +7.4% |
| 7D | +20.0% | -2.2% | +22.2% | +20.0% |
| 30D | +7.9% | -4.8% | +12.7% | +8.0% |
| 3M | -13.2% | +4.9% | -18.1% | -14.0% |
| 6M | +53.5% | -5.7% | +59.2% | +53.8% |
| YTD | +191.0% | +14.4% | +176.6% | +183.6% |
| 1Y | +360.5% | +8.7% | +351.8% | +351.8% |
| 3Y | +1,568.0% | +30.0% | +1,538.0% | +1,446.2% |
| 5Y | +1,055.2% | +28.4% | +1,026.8% | +957.8% |
| All | +911.5% | +64.5% | +847.0% | +721.7% |
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