+630.9%
CL vs SPYG
+513.6%
+117.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.5% |
| 7D | +1.3% | -3.6% | +5.0% | +2.5% |
| 30D | +11.4% | -11.2% | +22.5% | +15.6% |
| 3M | +4.4% | -8.1% | +12.5% | +7.1% |
| 6M | +10.8% | -3.3% | +14.1% | +11.1% |
| YTD | +25.1% | +5.5% | +19.6% | +21.4% |
| 1Y | +28.0% | +7.0% | +21.0% | +23.4% |
| 3Y | +37.6% | +89.5% | -51.9% | +4.5% |
| 5Y | +39.7% | +63.3% | -23.6% | +10.3% |
| 10Y | +75.8% | +395.1% | -319.3% | -12.1% |
| All | +630.9% | +513.6% | +117.3% | +170.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling