+1,594.6%
T vs CL
+5,456.9%
-3,862.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | +4.3% | +5.9% | -1.6% | +2.1% |
| 30D | -9.7% | +13.8% | -23.4% | -13.7% |
| 3M | -4.3% | +6.4% | -10.7% | -6.4% |
| 6M | -13.7% | +15.6% | -29.3% | -18.1% |
| YTD | -8.0% | +27.9% | -35.9% | -16.1% |
| 1Y | -6.9% | +31.4% | -38.3% | -16.0% |
| 3Y | +59.7% | +41.4% | +18.3% | +39.4% |
| 5Y | +53.4% | +42.8% | +10.6% | +32.6% |
| 10Y | +58.2% | +79.7% | -21.4% | +24.5% |
| All | +1,594.6% | +5,456.9% | -3,862.2% | +328.1% |
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 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