+96.8%
CL vs USFR
+27.5%
+69.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.2% | +0.1% | -2.2% | -2.2% |
| 30D | -4.8% | +0.3% | -5.1% | -4.9% |
| 3M | +4.9% | +1.0% | +3.9% | +4.7% |
| 6M | -5.7% | +1.9% | -7.7% | -6.0% |
| YTD | +14.4% | +2.6% | +11.8% | +13.9% |
| 1Y | +8.7% | +4.0% | +4.7% | +8.1% |
| 3Y | +30.0% | +14.1% | +15.9% | +28.0% |
| 5Y | +28.4% | +20.4% | +7.9% | +26.0% |
| 10Y | +50.1% | +28.0% | +22.1% | +46.6% |
| All | +96.8% | +27.5% | +69.3% | +87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling