-2.2%
SPOT vs CL
+27.9%
-30.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.7% |
| 7D | +2.5% | +0.5% | +2.0% | +2.4% |
| 30D | +15.1% | +11.6% | +3.5% | +13.4% |
| 3M | +24.8% | +5.6% | +19.2% | +23.2% |
| 6M | +45.8% | +13.2% | +32.6% | +44.4% |
| YTD | +4.9% | +26.9% | -22.0% | +5.2% |
| All | -2.2% | +27.9% | -30.2% | -2.4% |
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