+31.0%
F vs CL
+8.2%
+22.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +2.9% | +1.7% |
| 7D | +5.3% | -2.2% | +7.5% | +5.7% |
| 30D | +4.6% | -4.8% | +9.4% | +5.3% |
| 3M | -3.7% | +4.9% | -8.6% | -5.1% |
| 6M | +16.8% | -5.7% | +22.5% | +17.0% |
| YTD | +15.3% | +14.4% | +0.9% | +14.5% |
| 1Y | +31.0% | +8.7% | +22.3% | +33.3% |
| All | +31.0% | +8.2% | +22.8% | +33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling