+308.4%
CL vs SPXU
-100.0%
+408.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.4% | -2.3% |
| 7D | +1.3% | +7.6% | -6.2% | +2.7% |
| 30D | +11.4% | +17.5% | -6.2% | +14.4% |
| 3M | +4.4% | +14.7% | -10.2% | +7.0% |
| 6M | +10.8% | -0.1% | +10.8% | +11.2% |
| YTD | +25.1% | -19.8% | +44.9% | +21.7% |
| 1Y | +28.0% | -23.7% | +51.7% | +23.5% |
| 3Y | +37.6% | -79.5% | +117.1% | +8.9% |
| 5Y | +39.7% | -81.9% | +121.6% | +16.0% |
| 10Y | +75.8% | -99.5% | +175.3% | -15.0% |
| All | +308.4% | -100.0% | +408.3% | +24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling