+7,262.2%
CB vs CL
+2,395.7%
+4,866.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | +2.6% | +5.9% | -3.4% | +0.1% |
| 30D | +11.2% | +13.8% | -2.6% | +5.3% |
| 3M | +5.7% | +6.4% | -0.7% | +2.9% |
| 6M | +15.9% | +15.6% | +0.3% | +8.8% |
| YTD | +20.2% | +27.9% | -7.7% | +7.6% |
| 1Y | +32.4% | +31.4% | +1.0% | +17.1% |
| 3Y | +75.5% | +41.4% | +34.1% | +49.1% |
| 5Y | +105.5% | +42.8% | +62.7% | +72.6% |
| 10Y | +258.5% | +79.7% | +178.9% | +171.0% |
| All | +7,262.2% | +2,395.7% | +4,866.4% | +2,354.0% |
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