+43.4%
CL vs SPY
+72.1%
-28.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | +3.2% | +2.6% | +0.6% | +2.7% |
| 30D | +8.0% | -2.0% | +10.0% | +8.4% |
| 3M | +7.9% | -2.8% | +10.6% | +8.4% |
| 6M | +14.7% | +2.1% | +12.6% | +14.0% |
| YTD | +29.2% | +11.5% | +17.7% | +25.7% |
| 1Y | +29.5% | +13.5% | +16.1% | +25.5% |
| 3Y | +40.7% | +77.7% | -37.0% | +17.3% |
| All | +43.4% | +72.1% | -28.7% | +17.0% |
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 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