+28.1%
CL vs VSXY
+21.5%
+6.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -0.5% |
| 7D | -1.4% | -6.8% | +5.4% | -1.3% |
| 30D | -5.2% | -20.4% | +15.2% | -4.9% |
| 3M | +3.3% | +2.9% | +0.4% | +3.2% |
| 6M | -4.4% | +67.9% | -72.3% | -5.5% |
| YTD | +13.9% | +44.9% | -30.9% | +12.8% |
| 1Y | +7.6% | +205.9% | -198.3% | +5.2% |
| 3Y | +29.6% | +373.9% | -344.3% | +22.2% |
| 5Y | +28.1% | +23.5% | +4.6% | +26.0% |
| All | +28.1% | +21.5% | +6.5% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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