+25.9%
GM vs CL
+27.4%
-1.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -3.8% | -0.8% | -3.0% | -3.6% |
| 30D | +7.9% | +9.5% | -1.6% | +6.0% |
| 3M | -0.3% | +6.8% | -7.1% | -1.8% |
| 6M | +18.6% | +14.3% | +4.3% | +15.1% |
| YTD | +10.0% | +27.0% | -16.9% | +3.6% |
| 1Y | +25.9% | +26.3% | -0.4% | +18.8% |
| All | +25.9% | +27.4% | -1.5% | +18.8% |
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 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