+568.1%
CL vs SPYG
+564.9%
+3.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.3% | -1.4% |
| 7D | -2.2% | +0.4% | -2.6% | -2.3% |
| 30D | -4.8% | -0.4% | -4.4% | -4.7% |
| 3M | +4.9% | +0.5% | +4.4% | +4.3% |
| 6M | -5.7% | +17.5% | -23.2% | -11.4% |
| YTD | +14.4% | +14.3% | 0.0% | +8.3% |
| 1Y | +8.7% | +21.7% | -13.0% | +0.4% |
| 3Y | +30.0% | +98.6% | -68.6% | -2.5% |
| 5Y | +28.4% | +85.1% | -56.7% | -2.9% |
| 10Y | +50.1% | +412.0% | -361.9% | -25.4% |
| All | +568.1% | +564.9% | +3.3% | +141.0% |
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