+2,947.4%
SPY vs CL
+2,764.1%
+183.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.4% |
| 7D | -4.7% | +5.9% | -10.7% | -6.7% |
| 30D | -5.9% | +13.8% | -19.7% | -10.4% |
| 3M | -4.5% | +6.4% | -10.9% | -6.9% |
| 6M | +1.8% | +15.6% | -13.8% | -4.2% |
| YTD | +8.3% | +27.9% | -19.6% | -2.2% |
| 1Y | +9.3% | +31.4% | -22.1% | -2.4% |
| 3Y | +74.9% | +41.4% | +33.5% | +49.0% |
| 5Y | +67.3% | +42.8% | +24.5% | +41.0% |
| 10Y | +311.6% | +79.7% | +231.9% | +213.2% |
| All | +2,947.4% | +2,764.1% | +183.3% | +917.9% |
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