+2,708.4%
CL vs SPY
+2,954.7%
-246.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | +1.3% | -2.7% | +4.0% | +2.7% |
| 30D | +11.4% | -5.4% | +16.7% | +14.5% |
| 3M | +4.4% | -4.1% | +8.5% | +6.5% |
| 6M | +10.8% | +0.7% | +10.1% | +9.7% |
| YTD | +25.1% | +8.7% | +16.5% | +18.7% |
| 1Y | +28.0% | +10.9% | +17.1% | +20.0% |
| 3Y | +37.6% | +75.0% | -37.4% | -2.0% |
| 5Y | +39.7% | +67.8% | -28.1% | +0.1% |
| 10Y | +75.8% | +312.9% | -237.1% | -27.0% |
| All | +2,708.4% | +2,954.7% | -246.3% | +171.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling