+37.6%
CL vs USFR
+14.4%
+23.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.3% |
| 7D | +1.3% | +0.1% | +1.2% | +0.6% |
| 30D | +11.4% | +0.4% | +11.0% | +8.4% |
| 3M | +4.4% | +1.1% | +3.4% | -3.3% |
| 6M | +10.8% | +2.1% | +8.7% | -5.4% |
| YTD | +25.1% | +3.4% | +21.7% | -4.3% |
| 1Y | +28.0% | +4.1% | +23.9% | -7.8% |
| 3Y | +37.6% | +14.4% | +23.2% | -43.4% |
| All | +37.6% | +14.4% | +23.2% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 3y: compounded portfolio wealth divided by compounded USFR 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…
3y analysis · Full analysis span regression · 6 months rolling