+1,763.7%
CLS vs CL
+39.7%
+1,724.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | -0.6% |
| 7D | -22.2% | +1.3% | -23.5% | -21.4% |
| 30D | -44.4% | +11.4% | -55.7% | -40.9% |
| 3M | -34.3% | +4.4% | -38.7% | -31.8% |
| 6M | -50.1% | +10.8% | -60.8% | -46.4% |
| YTD | -30.1% | +25.1% | -55.2% | -21.3% |
| 1Y | -39.3% | +28.0% | -67.3% | -31.1% |
| 3Y | +732.7% | +37.6% | +695.1% | +763.3% |
| All | +1,763.7% | +39.7% | +1,724.0% | +1,796.9% |
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 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