-0.3%
SPOT vs CL
+33.4%
-33.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.3% | +1.3% | +3.9% |
| 7D | +16.6% | +7.7% | +8.9% | +14.8% |
| 30D | +29.9% | +15.2% | +14.7% | +27.7% |
| 3M | +31.3% | +7.3% | +23.9% | +29.3% |
| 6M | +43.2% | +17.0% | +26.2% | +42.0% |
| YTD | +8.1% | +28.0% | -19.9% | +8.3% |
| 1Y | -0.3% | +32.1% | -32.4% | -1.4% |
| All | -0.3% | +33.4% | -33.7% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling