+33.1%
CL vs VSXY
+96.5%
-63.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.2% |
| 7D | +1.3% | +11.8% | -10.5% | +1.2% |
| 30D | +11.4% | +25.9% | -14.6% | +11.0% |
| 3M | +4.4% | +15.5% | -11.1% | +4.1% |
| 6M | +10.8% | +109.7% | -98.9% | +9.3% |
| YTD | +25.1% | +99.5% | -74.3% | +23.4% |
| 1Y | +28.0% | +197.5% | -169.5% | +25.5% |
| 3Y | +37.6% | +453.3% | -415.6% | +31.4% |
| 5Y | +39.7% | +110.3% | -70.6% | +36.6% |
| All | +33.1% | +96.5% | -63.3% | +29.9% |
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