+7,312.5%
CB vs CL
+2,397.5%
+4,915.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.3% | -1.2% | +0.7% |
| 7D | +5.3% | +7.7% | -2.5% | +2.0% |
| 30D | +13.2% | +15.2% | -2.0% | +6.6% |
| 3M | +7.8% | +7.3% | +0.4% | +4.5% |
| 6M | +15.8% | +17.0% | -1.2% | +8.1% |
| YTD | +21.0% | +28.0% | -7.0% | +8.3% |
| 1Y | +32.2% | +32.1% | +0.1% | +16.6% |
| 3Y | +76.7% | +41.5% | +35.2% | +50.1% |
| 5Y | +110.4% | +43.9% | +66.5% | +76.1% |
| 10Y | +261.0% | +79.8% | +181.2% | +172.7% |
| All | +7,312.5% | +2,397.5% | +4,915.0% | +2,370.0% |
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