+828.4%
SPYM vs CL
+438.6%
+389.8%
-54.5%
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% | +0.2% |
| 7D | +0.1% | -2.2% | +2.3% | +1.0% |
| 30D | +0.1% | -4.8% | +4.9% | +2.1% |
| 3M | +2.0% | +4.9% | -2.9% | -0.5% |
| 6M | +13.1% | -5.7% | +18.8% | +15.0% |
| YTD | +13.6% | +14.4% | -0.8% | +6.0% |
| 1Y | +20.1% | +8.7% | +11.3% | +14.0% |
| 3Y | +77.6% | +30.0% | +47.6% | +51.7% |
| 5Y | +82.5% | +28.4% | +54.2% | +55.3% |
| 10Y | +317.6% | +50.1% | +267.5% | +222.6% |
| All | +828.4% | +438.6% | +389.8% | +331.8% |
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