-7.4%
T vs CL
+27.4%
-34.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +2.0% | -0.8% | +2.7% | +2.3% |
| 30D | -1.0% | +9.5% | -10.6% | -4.1% |
| 3M | -8.1% | +6.8% | -14.9% | -10.2% |
| 6M | -8.3% | +14.3% | -22.5% | -12.4% |
| YTD | -6.1% | +27.0% | -33.1% | -13.2% |
| 1Y | -7.4% | +26.3% | -33.7% | -14.2% |
| All | -7.4% | +27.4% | -34.7% | -14.2% |
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