-48.8%
SE vs CL
+33.4%
-82.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.3% | +1.2% | +4.5% |
| 7D | +6.7% | +7.7% | -1.0% | +6.8% |
| 30D | -17.2% | +15.2% | -32.4% | -17.2% |
| 3M | -28.0% | +7.3% | -35.4% | -28.1% |
| 6M | -6.1% | +17.0% | -23.1% | -5.9% |
| YTD | -37.1% | +28.0% | -65.1% | -30.6% |
| 1Y | -48.8% | +32.1% | -80.9% | -42.1% |
| All | -48.8% | +33.4% | -82.2% | -42.1% |
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