+40,454.4%
LOW vs CL
+5,418.0%
+35,036.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +1.0% | -0.8% | +1.7% | +1.3% |
| 30D | +25.6% | +9.5% | +16.1% | +20.8% |
| 3M | +5.3% | +6.8% | -1.4% | +2.4% |
| 6M | +3.7% | +14.3% | -10.5% | -2.2% |
| YTD | -1.9% | +27.0% | -28.8% | -11.8% |
| 1Y | +0.6% | +26.3% | -25.7% | -9.5% |
| 3Y | +26.4% | +39.3% | -12.8% | +7.8% |
| 5Y | +10.1% | +41.5% | -31.4% | -7.3% |
| 10Y | +301.3% | +84.1% | +217.2% | +199.7% |
| All | +40,454.4% | +5,418.0% | +35,036.3% | +5,937.2% |
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