+4,850.5%
CL vs DE
+14,847.5%
-9,997.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.3% | -1.4% |
| 7D | -2.2% | +10.0% | -12.2% | -3.9% |
| 30D | -4.8% | +13.3% | -18.2% | -7.1% |
| 3M | +4.9% | +17.5% | -12.6% | +1.5% |
| 6M | -5.7% | +13.6% | -19.3% | -8.4% |
| YTD | +14.4% | +49.8% | -35.4% | +5.3% |
| 1Y | +8.7% | +47.9% | -39.1% | +0.2% |
| 3Y | +30.0% | +72.5% | -42.6% | +15.1% |
| 5Y | +28.4% | +90.2% | -61.9% | +9.5% |
| 10Y | +50.1% | +865.4% | -815.3% | -9.2% |
| All | +4,850.5% | +14,847.5% | -9,997.0% | +1,514.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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