+3,094.0%
SPY vs CL
+2,461.5%
+632.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.1% |
| 7D | +0.1% | -2.2% | +2.3% | +0.9% |
| 30D | +0.1% | -4.8% | +4.9% | +1.8% |
| 3M | +2.0% | +4.9% | -2.9% | -0.2% |
| 6M | +13.0% | -5.7% | +18.7% | +14.7% |
| YTD | +13.5% | +14.4% | -0.8% | +7.0% |
| 1Y | +20.0% | +8.7% | +11.2% | +14.8% |
| 3Y | +77.2% | +30.0% | +47.2% | +55.8% |
| 5Y | +81.9% | +28.4% | +53.5% | +59.6% |
| 10Y | +314.1% | +50.1% | +264.0% | +237.2% |
| All | +3,094.0% | +2,461.5% | +632.5% | +1,013.6% |
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