+2,736.2%
CL vs SM
+1,289.1%
+1,447.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | +0.1% |
| 7D | +5.9% | -25.1% | +31.1% | +7.0% |
| 30D | +13.8% | -15.6% | +29.3% | +14.3% |
| 3M | +6.4% | +2.7% | +3.7% | +6.1% |
| 6M | +15.6% | -3.8% | +19.5% | +15.3% |
| YTD | +27.9% | +61.8% | -34.0% | +24.7% |
| 1Y | +31.4% | +71.4% | -40.0% | +27.8% |
| 3Y | +41.4% | -20.7% | +62.1% | +40.3% |
| 5Y | +42.8% | -11.5% | +54.3% | +39.0% |
| 10Y | +79.7% | +10.2% | +69.5% | +55.3% |
| All | +2,736.2% | +1,289.1% | +1,447.1% | +1,933.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling