+40.7%
CL vs SPXU
-80.6%
+121.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.8% |
| 7D | +3.2% | -7.6% | +10.8% | +3.2% |
| 30D | +8.0% | +5.3% | +2.7% | +8.1% |
| 3M | +7.9% | +9.6% | -1.8% | +7.9% |
| 6M | +14.7% | -4.5% | +19.3% | +14.7% |
| YTD | +29.2% | -25.9% | +55.0% | +28.4% |
| 1Y | +29.5% | -28.9% | +58.4% | +28.7% |
| 3Y | +40.7% | -80.5% | +121.1% | +28.2% |
| All | +40.7% | -80.6% | +121.2% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling