-78.0%
SE vs CL
+43.4%
-121.5%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +1.1% |
| 7D | -0.5% | +3.2% | -3.7% | -0.6% |
| 30D | -20.9% | +8.0% | -29.0% | -21.0% |
| 3M | -38.9% | +7.9% | -46.8% | -39.0% |
| 6M | -19.4% | +14.7% | -34.1% | -19.7% |
| YTD | -40.9% | +29.2% | -70.1% | -41.0% |
| 1Y | -46.2% | +29.5% | -75.7% | -46.3% |
| 3Y | +63.7% | +40.7% | +23.1% | +59.5% |
| All | -78.0% | +43.4% | -121.5% | -79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling