-24.7%
LOW vs CL
+7.3%
-32.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -0.6% | -2.3% | +1.7% | +0.5% |
| 30D | -9.3% | -5.5% | -3.8% | -6.8% |
| 3M | -8.1% | +0.8% | -8.9% | -8.5% |
| 6M | -19.8% | -4.2% | -15.5% | -18.8% |
| YTD | -16.4% | +13.4% | -29.8% | -20.2% |
| 1Y | -24.7% | +7.1% | -31.7% | -27.8% |
| All | -24.7% | +7.3% | -32.0% | -27.8% |
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