+8,419.6%
FIX vs CL
+1,012.9%
+7,406.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +3.3% | -18.4% | -16.1% |
| 7D | -18.9% | +7.7% | -26.6% | -21.0% |
| 30D | -36.3% | +15.2% | -51.5% | -39.3% |
| 3M | -38.5% | +7.3% | -45.9% | -40.3% |
| 6M | -42.3% | +17.0% | -59.3% | -46.0% |
| YTD | +17.1% | +28.0% | -10.9% | +5.8% |
| 1Y | +14.4% | +32.1% | -17.7% | +2.0% |
| 3Y | +486.7% | +41.5% | +445.2% | +393.7% |
| 5Y | +1,083.7% | +43.9% | +1,039.8% | +883.1% |
| 10Y | +3,932.4% | +79.8% | +3,852.7% | +2,953.5% |
| All | +8,419.6% | +1,012.9% | +7,406.7% | +3,906.4% |
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