+254.0%
GM vs CL
+266.1%
-12.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.4% | +2.6% | +3.5% |
| 7D | -0.3% | +0.5% | -0.8% | -0.5% |
| 30D | +8.4% | +11.6% | -3.2% | +3.5% |
| 3M | +2.6% | +5.6% | -3.0% | +0.2% |
| 6M | +14.3% | +13.2% | +1.1% | +8.0% |
| YTD | +11.0% | +26.9% | -15.9% | -0.5% |
| 1Y | +27.8% | +27.3% | +0.5% | +14.3% |
| 3Y | +246.7% | +39.7% | +207.0% | +188.8% |
| 5Y | +59.6% | +41.3% | +18.2% | +30.4% |
| 10Y | +249.1% | +76.3% | +172.9% | +143.6% |
| All | +254.0% | +266.1% | -12.1% | +29.1% |
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