+21.7%
CL vs VSXY
+37.4%
-15.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -1.5% |
| 7D | -2.2% | -14.0% | +11.8% | -2.0% |
| 30D | -4.8% | -15.9% | +11.1% | -4.6% |
| 3M | +4.9% | +3.4% | +1.5% | +4.8% |
| 6M | -5.7% | +25.9% | -31.6% | -6.3% |
| YTD | +14.4% | +39.5% | -25.1% | +13.5% |
| 1Y | +8.7% | +194.4% | -185.6% | +6.6% |
| 3Y | +30.0% | +281.4% | -251.4% | +24.7% |
| 5Y | +28.4% | +12.8% | +15.6% | +26.0% |
| All | +21.7% | +37.4% | -15.7% | +19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling