+314.4%
CL vs SPXU
-100.0%
+414.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | -0.7% |
| 7D | -0.8% | +1.5% | -2.3% | -0.4% |
| 30D | +9.5% | +6.4% | +3.2% | +10.8% |
| 3M | +6.8% | +4.2% | +2.5% | +7.8% |
| 6M | +14.3% | -7.8% | +22.0% | +13.3% |
| YTD | +27.0% | -27.5% | +54.5% | +21.6% |
| 1Y | +26.3% | -27.1% | +53.4% | +21.1% |
| 3Y | +39.3% | -80.8% | +120.1% | +9.2% |
| 5Y | +41.5% | -84.1% | +125.6% | +15.0% |
| 10Y | +84.1% | -99.5% | +183.6% | -10.4% |
| All | +314.4% | -100.0% | +414.4% | +24.2% |
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 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