-68.1%
SE vs CL
+28.4%
-96.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.9% |
| 7D | -6.1% | -2.2% | -3.9% | -6.1% |
| 30D | -2.5% | -4.8% | +2.4% | -2.4% |
| 3M | +21.7% | +4.9% | +16.8% | +21.6% |
| 6M | +27.0% | -5.7% | +32.7% | +26.4% |
| YTD | -12.1% | +14.4% | -26.5% | -11.9% |
| 1Y | -40.9% | +8.7% | -49.7% | -40.7% |
| 3Y | +191.0% | +30.0% | +161.0% | +183.3% |
| All | -68.1% | +28.4% | -96.4% | -68.9% |
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 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