+84.9%
CL vs SPXU
-99.5%
+184.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | +0.3% |
| 7D | +2.6% | +0.5% | +2.1% | +2.8% |
| 30D | +11.8% | +10.9% | +0.9% | +13.6% |
| 3M | +5.9% | +9.6% | -3.7% | +7.5% |
| 6M | +13.3% | -4.7% | +18.0% | +13.0% |
| YTD | +27.1% | -24.6% | +51.7% | +23.0% |
| 1Y | +28.0% | -24.7% | +52.7% | +24.0% |
| 3Y | +39.4% | -80.0% | +119.4% | +12.2% |
| 5Y | +40.8% | -83.5% | +124.2% | +17.5% |
| 10Y | +84.9% | -99.5% | +184.4% | -7.3% |
| All | +84.9% | -99.5% | +184.4% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 10y: compounded portfolio wealth divided by compounded SPXU 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…
10y analysis · Full analysis span regression · 6 months rolling