+73.4%
CL vs SPY
+312.9%
-239.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | +1.3% | -2.7% | +4.0% | +2.4% |
| 30D | +11.4% | -5.4% | +16.7% | +13.8% |
| 3M | +4.4% | -4.1% | +8.5% | +6.0% |
| 6M | +10.8% | +0.7% | +10.1% | +9.9% |
| YTD | +25.1% | +8.7% | +16.5% | +20.0% |
| 1Y | +28.0% | +10.9% | +17.1% | +21.5% |
| 3Y | +37.6% | +75.0% | -37.4% | +2.7% |
| 5Y | +39.7% | +67.8% | -28.1% | +5.3% |
| All | +73.4% | +312.9% | -239.5% | -18.7% |
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