-8.4%
T vs CL
+29.1%
-37.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | 0.0% |
| 7D | +1.0% | +1.3% | -0.3% | +0.4% |
| 30D | -10.6% | +11.4% | -22.0% | -13.8% |
| 3M | -7.7% | +4.4% | -12.2% | -9.0% |
| 6M | -13.3% | +10.8% | -24.1% | -16.3% |
| YTD | -8.8% | +25.1% | -33.9% | -15.2% |
| 1Y | -8.4% | +28.0% | -36.4% | -15.7% |
| All | -8.4% | +29.1% | -37.5% | -15.7% |
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