+19.6%
GM vs CL
+13.4%
+6.2%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.4% | +2.6% | +3.7% |
| 7D | -0.3% | +0.5% | -0.8% | -0.5% |
| 30D | +8.4% | +11.6% | -3.2% | +7.1% |
| 3M | +2.6% | +5.6% | -3.0% | +1.2% |
| All | +19.6% | +13.4% | +6.2% | +18.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling