+41.5%
CL vs SPY
+74.6%
-33.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.3% |
| 7D | -0.8% | -0.9% | +0.1% | -0.6% |
| 30D | +9.5% | -2.4% | +11.9% | +10.0% |
| 3M | +6.8% | -1.2% | +7.9% | +6.9% |
| 6M | +14.3% | +3.3% | +11.0% | +13.3% |
| YTD | +27.0% | +12.3% | +14.7% | +23.4% |
| 1Y | +26.3% | +12.4% | +13.8% | +22.6% |
| 3Y | +39.3% | +78.8% | -39.5% | +16.0% |
| 5Y | +41.5% | +75.2% | -33.7% | +14.9% |
| All | +41.5% | +74.6% | -33.1% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling