+28.0%
CL vs SM
+64.7%
-36.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.3% | +0.3% |
| 7D | +2.6% | -19.5% | +22.1% | +0.9% |
| 30D | +11.8% | -20.2% | +32.0% | +9.9% |
| 3M | +5.9% | -6.5% | +12.4% | +5.5% |
| 6M | +13.3% | +1.6% | +11.8% | +13.4% |
| YTD | +27.1% | +61.2% | -34.1% | +20.8% |
| 1Y | +28.0% | +65.4% | -37.4% | +21.3% |
| All | +28.0% | +64.7% | -36.7% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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