-12.5%
F vs CL
+41.7%
-54.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +1.0% | +2.6% | -1.6% | +0.2% |
| 30D | +2.1% | +11.8% | -9.6% | -1.1% |
| 3M | -10.3% | +5.9% | -16.2% | -11.8% |
| 6M | +3.3% | +13.3% | -10.1% | -0.8% |
| YTD | -2.0% | +27.1% | -29.1% | -9.3% |
| 1Y | -2.3% | +28.0% | -30.3% | -9.8% |
| 3Y | +49.9% | +39.4% | +10.5% | +30.1% |
| 5Y | -12.5% | +40.8% | -53.2% | -24.8% |
| All | -12.5% | +41.7% | -54.2% | -24.8% |
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 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