+77.7%
SPY vs CL
+40.9%
+36.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.4% |
| 7D | +2.6% | +3.2% | -0.6% | +2.6% |
| 30D | -2.0% | +8.0% | -10.0% | -2.0% |
| 3M | -2.8% | +7.9% | -10.6% | -2.8% |
| 6M | +2.1% | +14.7% | -12.6% | +1.9% |
| YTD | +11.5% | +29.2% | -17.7% | +10.7% |
| 1Y | +13.5% | +29.5% | -16.1% | +12.6% |
| 3Y | +77.7% | +40.7% | +37.0% | +72.3% |
| All | +77.7% | +40.9% | +36.8% | +72.3% |
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 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