+264.0%
SPOT vs CL
+54.7%
+209.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -3.0% |
| 7D | -0.9% | -2.2% | +1.3% | -0.7% |
| 30D | +12.5% | -4.8% | +17.3% | +13.0% |
| 3M | +9.9% | +4.9% | +5.0% | +9.5% |
| 6M | +1.6% | -5.7% | +7.3% | +2.0% |
| YTD | -6.6% | +14.4% | -21.0% | -7.8% |
| 1Y | -22.9% | +8.7% | -31.7% | -23.6% |
| 3Y | +244.3% | +30.0% | +214.3% | +226.2% |
| 5Y | +117.8% | +28.4% | +89.4% | +105.1% |
| All | +264.0% | +54.7% | +209.3% | +194.3% |
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