+5,976.4%
SO vs CL
+4,870.0%
+1,106.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.3% |
| 7D | -0.2% | -2.2% | +2.0% | +0.5% |
| 30D | -4.6% | -4.8% | +0.3% | -3.2% |
| 3M | -3.0% | +4.9% | -7.9% | -4.5% |
| 6M | -8.3% | -5.7% | -2.5% | -6.8% |
| YTD | +3.5% | +14.4% | -10.9% | -1.1% |
| 1Y | -0.9% | +8.7% | -9.7% | -4.0% |
| 3Y | +45.4% | +30.0% | +15.4% | +33.2% |
| 5Y | +59.6% | +28.4% | +31.3% | +46.7% |
| 10Y | +156.6% | +50.1% | +106.5% | +125.7% |
| All | +5,976.4% | +4,870.0% | +1,106.4% | +2,279.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling