+27.6%
CL vs SPYG
+8.1%
+19.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.2% |
| 7D | -0.8% | +4.2% | -5.0% | +0.2% |
| 30D | +9.5% | -7.4% | +16.9% | +7.4% |
| 3M | +6.6% | -5.3% | +11.9% | +5.2% |
| 6M | +13.2% | -1.2% | +14.4% | +13.0% |
| YTD | +26.9% | +9.0% | +17.9% | +25.2% |
| 1Y | +27.6% | +8.8% | +18.8% | +26.2% |
| All | +27.6% | +8.1% | +19.5% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling