+2,770.4%
CL vs SPY
+2,945.2%
-174.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | +2.3% |
| 7D | +5.9% | -4.7% | +10.7% | +8.6% |
| 30D | +13.8% | -5.9% | +19.7% | +17.3% |
| 3M | +6.4% | -4.5% | +10.9% | +8.8% |
| 6M | +15.6% | +1.8% | +13.8% | +13.9% |
| YTD | +27.9% | +8.3% | +19.6% | +21.6% |
| 1Y | +31.4% | +9.3% | +22.1% | +24.1% |
| 3Y | +41.4% | +74.9% | -33.5% | +0.7% |
| 5Y | +42.8% | +67.3% | -24.5% | +2.5% |
| 10Y | +79.7% | +311.6% | -231.9% | -25.3% |
| All | +2,770.4% | +2,945.2% | -174.8% | +177.8% |
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