+2,413.6%
CL vs O
+5,241.4%
-2,827.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.0% |
| 7D | +1.3% | +3.7% | -2.4% | +0.5% |
| 30D | +11.4% | +11.2% | +0.2% | +8.9% |
| 3M | +4.4% | -4.0% | +8.4% | +5.4% |
| 6M | +10.8% | -5.2% | +16.0% | +12.1% |
| YTD | +25.1% | +9.5% | +15.7% | +22.8% |
| 1Y | +28.0% | +10.6% | +17.4% | +25.3% |
| 3Y | +37.6% | +38.1% | -0.5% | +28.4% |
| 5Y | +39.7% | +10.2% | +29.5% | +35.9% |
| 10Y | +75.8% | +71.4% | +4.4% | +52.3% |
| All | +2,413.6% | +5,241.4% | -2,827.7% | +1,161.1% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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