+12,471.5%
FIX vs CL
+894.6%
+11,576.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.4% |
| 7D | +6.0% | -2.2% | +8.2% | +6.7% |
| 30D | -7.2% | -4.8% | -2.4% | -5.9% |
| 3M | -15.9% | +4.9% | -20.8% | -18.0% |
| 6M | +12.7% | -5.7% | +18.5% | +13.5% |
| YTD | +72.8% | +14.4% | +58.4% | +62.6% |
| 1Y | +122.9% | +8.7% | +114.1% | +111.9% |
| 3Y | +774.3% | +30.0% | +744.3% | +657.1% |
| 5Y | +2,049.5% | +28.4% | +2,021.1% | +1,761.4% |
| 10Y | +5,821.5% | +50.1% | +5,771.4% | +4,679.3% |
| All | +12,471.5% | +894.6% | +11,576.8% | +6,058.9% |
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 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