+2,956.9%
SPY vs CL
+2,702.2%
+254.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +1.1% |
| 7D | -2.7% | +1.3% | -4.0% | -3.2% |
| 30D | -5.4% | +11.4% | -16.7% | -9.2% |
| 3M | -4.1% | +4.4% | -8.5% | -5.9% |
| 6M | +0.7% | +10.8% | -10.1% | -3.7% |
| YTD | +8.7% | +25.1% | -16.5% | -1.1% |
| 1Y | +10.9% | +28.0% | -17.1% | -0.1% |
| 3Y | +75.0% | +37.6% | +37.4% | +50.6% |
| 5Y | +67.8% | +39.7% | +28.1% | +42.5% |
| 10Y | +312.9% | +75.8% | +237.1% | +216.6% |
| All | +2,956.9% | +2,702.2% | +254.6% | +928.9% |
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