+105.9%
C vs CL
+39.7%
+66.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.7% |
| 7D | -2.4% | +1.3% | -3.7% | -2.5% |
| 30D | -6.0% | +11.4% | -17.3% | -7.0% |
| 3M | -10.5% | +4.4% | -15.0% | -11.0% |
| 6M | -5.7% | +10.8% | -16.5% | -6.9% |
| YTD | +4.1% | +25.1% | -21.0% | +0.4% |
| 1Y | +20.5% | +28.0% | -7.5% | +15.6% |
| 3Y | +208.1% | +37.6% | +170.5% | +178.3% |
| All | +105.9% | +39.7% | +66.2% | +78.4% |
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 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