+1,163.5%
C vs CL
+4,870.0%
-3,706.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.4% |
| 7D | +3.6% | -2.2% | +5.8% | +4.8% |
| 30D | +0.1% | -4.8% | +4.9% | +2.5% |
| 3M | +2.4% | +4.9% | -2.5% | -0.6% |
| 6M | +24.9% | -5.7% | +30.6% | +27.4% |
| YTD | +19.8% | +14.4% | +5.4% | +10.0% |
| 1Y | +44.9% | +8.7% | +36.1% | +35.8% |
| 3Y | +263.0% | +30.0% | +233.0% | +202.2% |
| 5Y | +129.5% | +28.4% | +101.2% | +89.6% |
| 10Y | +291.6% | +50.1% | +241.5% | +189.6% |
| All | +1,163.5% | +4,870.0% | -3,706.4% | +55.1% |
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