+1,751.5%
CLS vs CL
+76.2%
+1,675.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.4% | +6.4% | +7.9% |
| 7D | -10.6% | +0.5% | -11.1% | -10.5% |
| 30D | -38.4% | +11.6% | -50.0% | -38.2% |
| 3M | -29.9% | +5.6% | -35.5% | -29.6% |
| 6M | -40.6% | +13.2% | -53.8% | -40.6% |
| YTD | -24.6% | +26.9% | -51.5% | -25.3% |
| 1Y | -30.8% | +27.3% | -58.1% | -31.5% |
| 3Y | +811.7% | +39.7% | +772.0% | +732.3% |
| 5Y | +1,838.4% | +41.3% | +1,797.1% | +1,642.4% |
| 10Y | +1,751.5% | +76.3% | +1,675.2% | +1,523.9% |
| All | +1,751.5% | +76.2% | +1,675.3% | +1,523.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling