+2,197.7%
CL vs O
+5,387.7%
-3,190.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | -2.2% | -0.7% | -1.4% | -2.0% |
| 30D | -4.8% | -1.9% | -3.0% | -4.4% |
| 3M | +4.9% | +3.8% | +1.1% | +4.1% |
| 6M | -5.7% | -4.7% | -1.0% | -4.7% |
| YTD | +14.4% | +12.5% | +1.9% | +11.6% |
| 1Y | +8.7% | +10.8% | -2.1% | +6.4% |
| 3Y | +30.0% | +28.8% | +1.2% | +22.8% |
| 5Y | +28.4% | +13.2% | +15.2% | +24.0% |
| 10Y | +50.1% | +53.5% | -3.4% | +32.5% |
| All | +2,197.7% | +5,387.7% | -3,190.0% | +1,045.8% |
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