-77.1%
SE vs CL
+41.7%
-118.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.6% | -1.5% |
| 7D | 0.0% | +2.6% | -2.5% | 0.0% |
| 30D | -19.4% | +11.8% | -31.1% | -19.6% |
| 3M | -33.1% | +5.9% | -39.0% | -33.2% |
| 6M | -11.4% | +13.3% | -24.8% | -11.7% |
| YTD | -39.8% | +27.1% | -66.9% | -39.9% |
| 1Y | -50.5% | +28.0% | -78.5% | -50.5% |
| 3Y | +68.9% | +39.4% | +29.5% | +64.4% |
| 5Y | -77.1% | +40.8% | -117.9% | -78.5% |
| All | -77.1% | +41.7% | -118.8% | -78.5% |
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