+28.0%
CL vs SPYG
+7.6%
+20.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | -0.1% |
| 7D | +2.6% | -1.9% | +4.5% | +2.1% |
| 30D | +11.8% | -9.2% | +20.9% | +9.2% |
| 3M | +5.9% | -6.8% | +12.7% | +4.1% |
| 6M | +13.3% | -2.6% | +15.9% | +12.6% |
| YTD | +27.1% | +7.5% | +19.6% | +25.0% |
| 1Y | +28.0% | +6.7% | +21.3% | +25.9% |
| All | +28.0% | +7.6% | +20.4% | +25.9% |
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