-48.0%
SE vs CL
+27.4%
-75.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.7% |
| 7D | -7.7% | -0.8% | -7.0% | -7.7% |
| 30D | -22.8% | +9.5% | -32.4% | -23.0% |
| 3M | -43.7% | +6.8% | -50.5% | -43.9% |
| 6M | -12.8% | +14.3% | -27.1% | -13.2% |
| YTD | -42.0% | +27.0% | -69.0% | -37.2% |
| 1Y | -48.0% | +26.3% | -74.3% | -43.7% |
| All | -48.0% | +27.4% | -75.4% | -43.7% |
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