+1,872.1%
T vs CL
+4,870.0%
-2,997.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.5% | -1.4% |
| 7D | -1.3% | -2.2% | +0.9% | -0.5% |
| 30D | +11.4% | -4.8% | +16.2% | +13.3% |
| 3M | +14.3% | +4.9% | +9.4% | +12.2% |
| 6M | -9.3% | -5.7% | -3.5% | -7.6% |
| YTD | +7.1% | +14.4% | -7.3% | +1.6% |
| 1Y | -9.1% | +8.7% | -17.8% | -12.3% |
| 3Y | +105.3% | +30.0% | +75.4% | +84.7% |
| 5Y | +66.8% | +28.4% | +38.4% | +49.7% |
| 10Y | +66.8% | +50.1% | +16.7% | +39.8% |
| All | +1,872.1% | +4,870.0% | -2,997.8% | +418.5% |
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