+29.5%
CL vs S
+30.9%
-1.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.8% |
| 7D | +3.2% | +2.0% | +1.2% | +3.3% |
| 30D | +8.0% | -2.7% | +10.8% | +8.0% |
| 3M | +7.9% | -6.9% | +14.7% | +7.6% |
| 6M | +14.7% | +38.1% | -23.3% | +16.2% |
| YTD | +29.2% | +48.0% | -18.8% | +31.2% |
| 1Y | +29.5% | +34.5% | -4.9% | +31.0% |
| All | +29.5% | +30.9% | -1.4% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling