+17.0%
CL vs XE
-62.9%
+80.0%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.0% | -5.6% | +1.8% |
| 7D | +0.5% | +7.6% | -7.1% | +1.1% |
| 30D | +11.6% | -18.6% | +30.2% | +11.2% |
| 3M | +5.6% | -50.7% | +56.3% | +3.5% |
| 6M | +13.2% | -63.0% | +76.2% | +11.8% |
| All | +17.0% | -62.9% | +80.0% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 3y: compounded portfolio wealth divided by compounded XE 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…
3y analysis · Full analysis span regression · 6 months rolling