+39.9%
CL vs USFR
+21.3%
+18.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +1.3% | +0.1% | +1.2% | +1.2% |
| 30D | +11.4% | +0.4% | +11.0% | +10.7% |
| 3M | +4.4% | +1.1% | +3.4% | +2.6% |
| 6M | +10.8% | +2.1% | +8.7% | +7.0% |
| YTD | +25.1% | +3.4% | +21.7% | +18.3% |
| 1Y | +28.0% | +4.1% | +23.9% | +19.7% |
| 3Y | +37.6% | +14.4% | +23.2% | +25.8% |
| All | +39.9% | +21.3% | +18.5% | +52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling