+257.9%
SPOT vs CL
+40.9%
+217.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.6% | +2.4% |
| 7D | +1.6% | +3.2% | -1.6% | +1.6% |
| 30D | +16.9% | +8.0% | +8.9% | +17.1% |
| 3M | +23.0% | +7.9% | +15.1% | +23.0% |
| 6M | +42.2% | +14.7% | +27.4% | +43.7% |
| YTD | +5.5% | +29.2% | -23.7% | +9.5% |
| 1Y | -5.1% | +29.5% | -34.6% | -1.4% |
| 3Y | +257.9% | +40.7% | +217.2% | +264.0% |
| All | +257.9% | +40.9% | +217.0% | +264.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling