-29.6%
CLS vs CL
+33.4%
-63.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +3.3% | -12.3% | -5.4% |
| 7D | -21.1% | +7.7% | -28.9% | -13.9% |
| 30D | -38.2% | +15.2% | -53.5% | -27.2% |
| 3M | -36.3% | +7.3% | -43.6% | -29.2% |
| 6M | -43.8% | +17.0% | -60.8% | -31.9% |
| YTD | -20.0% | +28.0% | -48.0% | +14.0% |
| 1Y | -29.6% | +32.1% | -61.7% | +9.7% |
| All | -29.6% | +33.4% | -63.0% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 1y: compounded portfolio wealth divided by compounded CL 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…
1y analysis · Full analysis span regression · 6 months rolling