+1,050.7%
C vs CL
+5,460.8%
-4,410.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | 0.0% |
| 7D | +1.1% | +7.7% | -6.7% | -2.6% |
| 30D | -2.4% | +15.2% | -17.7% | -9.2% |
| 3M | -8.4% | +7.3% | -15.7% | -11.8% |
| 6M | +0.3% | +17.0% | -16.7% | -8.2% |
| YTD | +9.1% | +28.0% | -18.9% | -5.5% |
| 1Y | +26.0% | +32.1% | -6.1% | +7.2% |
| 3Y | +221.2% | +41.5% | +179.7% | +156.2% |
| 5Y | +120.4% | +43.9% | +76.5% | +71.6% |
| 10Y | +250.6% | +79.8% | +170.8% | +135.8% |
| All | +1,050.7% | +5,460.8% | -4,410.1% | +33.2% |
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