+28.0%
CL vs SPY
+11.9%
+16.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.1% |
| 7D | +2.6% | -0.6% | +3.2% | +2.5% |
| 30D | +11.8% | -3.7% | +15.4% | +11.3% |
| 3M | +5.9% | -2.7% | +8.7% | +5.5% |
| 6M | +13.3% | +2.2% | +11.1% | +13.2% |
| YTD | +27.1% | +10.8% | +16.3% | +24.9% |
| 1Y | +28.0% | +11.2% | +16.8% | +26.0% |
| All | +28.0% | +11.9% | +16.1% | +26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling