+6,646.7%
CB vs CL
+2,132.1%
+4,514.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.3% |
| 7D | +0.5% | -2.2% | +2.7% | +1.4% |
| 30D | -3.1% | -4.8% | +1.7% | -1.1% |
| 3M | +9.0% | +4.9% | +4.0% | +6.7% |
| 6M | +2.9% | -5.7% | +8.6% | +5.0% |
| YTD | +10.1% | +14.4% | -4.3% | +3.4% |
| 1Y | +22.8% | +8.7% | +14.0% | +17.5% |
| 3Y | +73.8% | +30.0% | +43.8% | +53.0% |
| 5Y | +99.2% | +28.4% | +70.8% | +75.1% |
| 10Y | +218.2% | +50.1% | +168.1% | +159.2% |
| All | +6,646.7% | +2,132.1% | +4,514.5% | +2,259.0% |
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