-2.1%
FIX vs CL
+31.7%
-33.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.1% | -11.5% | -11.6% |
| 7D | -27.2% | +5.9% | -33.2% | -23.5% |
| 30D | -46.9% | +13.8% | -60.7% | -41.0% |
| 3M | -44.4% | +6.4% | -50.8% | -40.5% |
| 6M | -50.9% | +15.6% | -66.5% | -45.2% |
| YTD | +3.5% | +27.9% | -24.3% | +31.1% |
| 1Y | -2.1% | +31.4% | -33.5% | +26.5% |
| All | -2.1% | +31.7% | -33.8% | +26.5% |
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 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