+519.6%
F vs CL
+5,460.8%
-4,941.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.3% | -0.4% | +1.7% |
| 7D | +6.0% | +7.7% | -1.7% | +3.2% |
| 30D | +4.3% | +15.2% | -11.0% | -1.0% |
| 3M | -10.1% | +7.3% | -17.4% | -12.5% |
| 6M | +12.8% | +17.0% | -4.2% | +6.0% |
| YTD | -0.1% | +28.0% | -28.1% | -9.4% |
| 1Y | +3.7% | +32.1% | -28.4% | -7.1% |
| 3Y | +42.7% | +41.5% | +1.2% | +22.9% |
| 5Y | -11.0% | +43.9% | -54.9% | -24.3% |
| 10Y | +87.0% | +79.8% | +7.2% | +42.6% |
| All | +519.6% | +5,460.8% | -4,941.2% | +41.5% |
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