+11,743.1%
COST vs CL
+4,870.0%
+6,873.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.4% | -0.5% |
| 7D | -3.1% | -2.2% | -1.0% | -2.3% |
| 30D | -2.8% | -4.8% | +2.0% | -0.9% |
| 3M | -5.7% | +4.9% | -10.6% | -7.6% |
| 6M | -8.8% | -5.7% | -3.0% | -7.0% |
| YTD | +6.7% | +14.4% | -7.7% | +0.6% |
| 1Y | -3.6% | +8.7% | -12.4% | -7.5% |
| 3Y | +75.1% | +30.0% | +45.1% | +54.6% |
| 5Y | +108.9% | +28.4% | +80.5% | +85.0% |
| 10Y | +586.2% | +50.1% | +536.1% | +461.8% |
| All | +11,743.1% | +4,870.0% | +6,873.1% | +1,712.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling