-6.4%
T vs CL
+33.4%
-39.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.3% | -1.2% | +0.7% |
| 7D | +5.5% | +7.7% | -2.3% | +2.2% |
| 30D | -8.9% | +15.2% | -24.2% | -13.4% |
| 3M | -5.6% | +7.3% | -12.9% | -8.0% |
| 6M | -14.3% | +17.0% | -31.3% | -18.8% |
| YTD | -7.9% | +28.0% | -35.9% | -15.3% |
| 1Y | -6.4% | +32.1% | -38.5% | -15.1% |
| All | -6.4% | +33.4% | -39.8% | -15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling