+3,269.5%
CLS vs CL
+28.4%
+3,241.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.2% |
| 7D | +4.6% | -2.2% | +6.8% | +3.7% |
| 30D | -13.9% | -4.8% | -9.1% | -15.5% |
| 3M | -26.6% | +4.9% | -31.5% | -24.7% |
| 6M | +15.4% | -5.7% | +21.1% | +14.6% |
| YTD | +5.7% | +14.4% | -8.7% | +12.1% |
| 1Y | +41.1% | +8.7% | +32.4% | +49.2% |
| 3Y | +1,228.6% | +30.0% | +1,198.6% | +1,180.4% |
| All | +3,269.5% | +28.4% | +3,241.1% | +3,034.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling