+2,467.2%
CL vs SPY
+3,091.8%
-624.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.3% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | -4.8% | +0.1% | -4.9% | -4.9% |
| 3M | +4.9% | +2.0% | +2.9% | +3.5% |
| 6M | -5.7% | +13.0% | -18.7% | -12.0% |
| YTD | +14.4% | +13.5% | +0.8% | +6.3% |
| 1Y | +8.7% | +20.0% | -11.2% | -2.2% |
| 3Y | +30.0% | +77.2% | -47.2% | -7.8% |
| 5Y | +28.4% | +81.9% | -53.5% | -11.9% |
| 10Y | +50.1% | +314.1% | -264.0% | -37.5% |
| All | +2,467.2% | +3,091.8% | -624.6% | +142.9% |
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 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