+1.7%
LOW vs CL
+28.1%
-26.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +8.7% | +2.6% | +6.1% | +7.2% |
| 30D | +25.5% | +11.8% | +13.7% | +18.4% |
| 3M | +6.6% | +5.9% | +0.7% | +3.3% |
| 6M | +2.4% | +13.3% | -10.9% | -4.0% |
| YTD | -1.7% | +27.1% | -28.8% | -11.2% |
| 1Y | +1.7% | +28.0% | -26.3% | -8.4% |
| All | +1.7% | +28.1% | -26.4% | -8.4% |
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 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