+77.3%
SO vs CL
+41.6%
+35.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.7% |
| 7D | -1.1% | +0.5% | -1.6% | -1.4% |
| 30D | +8.6% | +11.6% | -3.0% | +3.0% |
| 3M | +1.8% | +5.6% | -3.8% | -1.0% |
| 6M | +3.6% | +13.2% | -9.5% | -2.7% |
| YTD | +9.9% | +26.9% | -17.0% | -3.4% |
| 1Y | +5.7% | +27.3% | -21.6% | -7.4% |
| 3Y | +52.5% | +39.7% | +12.8% | +24.6% |
| 5Y | +77.3% | +41.3% | +36.0% | +40.5% |
| All | +77.3% | +41.6% | +35.7% | +40.5% |
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