+5,315.6%
CL vs DE
+14,410.5%
-9,094.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.4% | -2.4% |
| 7D | +1.3% | -0.6% | +1.9% | +1.4% |
| 30D | +11.4% | +2.3% | +9.1% | +10.9% |
| 3M | +4.4% | +9.5% | -5.1% | +2.5% |
| 6M | +10.8% | +14.1% | -3.3% | +7.6% |
| YTD | +25.1% | +45.4% | -20.3% | +15.7% |
| 1Y | +28.0% | +42.9% | -14.9% | +18.6% |
| 3Y | +37.6% | +84.8% | -47.2% | +20.3% |
| 5Y | +39.7% | +101.8% | -62.1% | +17.9% |
| 10Y | +75.8% | +788.0% | -712.2% | +7.9% |
| All | +5,315.6% | +14,410.5% | -9,094.8% | +1,673.5% |
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