+5,285.6%
MS vs CL
+2,654.8%
+2,630.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.1% | -5.9% | -5.9% |
| 7D | -3.4% | +5.9% | -9.3% | -6.4% |
| 30D | -3.9% | +13.8% | -17.7% | -10.8% |
| 3M | -15.9% | +6.4% | -22.3% | -19.1% |
| 6M | -2.5% | +15.6% | -18.1% | -11.2% |
| YTD | +5.1% | +27.9% | -22.8% | -10.5% |
| 1Y | +13.0% | +31.4% | -18.4% | -5.5% |
| 3Y | +160.7% | +41.4% | +119.3% | +101.3% |
| 5Y | +114.0% | +42.8% | +71.2% | +61.5% |
| 10Y | +637.5% | +79.7% | +557.8% | +367.0% |
| All | +5,285.6% | +2,654.8% | +2,630.8% | +966.0% |
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