+35,474.9%
LOW vs CL
+4,870.0%
+30,604.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.7% | +1.9% |
| 7D | -1.7% | -2.2% | +0.5% | -0.8% |
| 30D | -7.0% | -4.8% | -2.2% | -5.0% |
| 3M | -0.9% | +4.9% | -5.8% | -3.1% |
| 6M | -20.1% | -5.7% | -14.4% | -18.1% |
| YTD | -13.9% | +14.4% | -28.3% | -19.1% |
| 1Y | -21.1% | +8.7% | -29.9% | -24.4% |
| 3Y | -6.6% | +30.0% | -36.6% | -18.1% |
| 5Y | +9.4% | +28.4% | -19.0% | -4.1% |
| 10Y | +220.5% | +50.1% | +170.4% | +160.6% |
| All | +35,474.9% | +4,870.0% | +30,604.9% | +5,439.0% |
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