+728.5%
CLS vs CL
+41.3%
+687.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -0.1% | -12.9% | -13.1% |
| 7D | -27.3% | +5.9% | -33.2% | -22.7% |
| 30D | -47.0% | +13.8% | -60.8% | -39.3% |
| 3M | -43.3% | +6.4% | -49.7% | -38.4% |
| 6M | -50.8% | +15.6% | -66.4% | -41.5% |
| YTD | -30.4% | +27.9% | -58.3% | -8.2% |
| 1Y | -41.7% | +31.4% | -73.1% | -20.7% |
| All | +728.5% | +41.3% | +687.2% | +1,010.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling