+1,381.0%
NET vs CL
+63.7%
+1,317.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.3% | -5.9% | -2.5% |
| 7D | -16.4% | +7.7% | -24.1% | -16.3% |
| 30D | -25.8% | +15.2% | -41.1% | -25.9% |
| 3M | -11.5% | +7.3% | -18.9% | -11.5% |
| 6M | +18.9% | +17.0% | +1.9% | +18.7% |
| YTD | +35.2% | +28.0% | +7.2% | +33.6% |
| 1Y | +14.5% | +32.1% | -17.7% | +12.7% |
| 3Y | +313.8% | +41.5% | +272.3% | +288.5% |
| 5Y | +32.6% | +43.9% | -11.3% | +22.2% |
| All | +1,381.0% | +63.7% | +1,317.3% | +1,141.9% |
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