+77.0%
SO vs CL
+39.7%
+37.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | 0.0% |
| 7D | -1.5% | +1.3% | -2.8% | -2.1% |
| 30D | +8.1% | +11.4% | -3.3% | +2.6% |
| 3M | +0.2% | +4.4% | -4.2% | -2.0% |
| 6M | +0.4% | +10.8% | -10.4% | -4.8% |
| YTD | +8.5% | +25.1% | -16.6% | -4.1% |
| 1Y | +4.9% | +28.0% | -23.0% | -8.5% |
| 3Y | +47.9% | +37.6% | +10.3% | +21.7% |
| All | +77.0% | +39.7% | +37.3% | +40.7% |
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 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