-11.4%
F vs CL
+43.3%
-54.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +1.4% | +5.9% | -4.6% | -0.3% |
| 30D | +2.0% | +13.8% | -11.7% | -1.7% |
| 3M | -10.4% | +6.4% | -16.8% | -12.0% |
| 6M | +9.7% | +15.6% | -5.9% | +4.8% |
| YTD | -1.2% | +27.9% | -29.1% | -8.6% |
| 1Y | 0.0% | +31.4% | -31.4% | -8.3% |
| 3Y | +41.1% | +41.4% | -0.3% | +21.9% |
| 5Y | -11.4% | +42.8% | -54.2% | -23.9% |
| All | -11.4% | +43.3% | -54.7% | -23.9% |
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