+83.1%
CL vs SPY
+311.8%
-228.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.6% |
| 7D | -0.8% | -0.9% | +0.1% | -0.5% |
| 30D | +9.5% | -2.4% | +11.9% | +10.5% |
| 3M | +6.8% | -1.2% | +7.9% | +7.1% |
| 6M | +14.3% | +3.3% | +11.0% | +12.2% |
| YTD | +26.3% | +12.3% | +14.0% | +19.4% |
| 1Y | +25.6% | +12.4% | +13.1% | +18.6% |
| 3Y | +38.5% | +78.8% | -40.3% | +2.5% |
| 5Y | +40.7% | +75.2% | -34.5% | +4.0% |
| 10Y | +83.1% | +311.1% | -228.0% | -19.7% |
| All | +83.1% | +311.8% | -228.7% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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