+8,410.9%
TER vs CL
+5,456.9%
+2,954.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.1% | -15.2% | -15.2% |
| 7D | -28.2% | +5.9% | -34.1% | -29.6% |
| 30D | -50.6% | +13.8% | -64.3% | -52.8% |
| 3M | -45.3% | +6.4% | -51.7% | -46.9% |
| 6M | -40.4% | +15.6% | -56.0% | -44.4% |
| YTD | +10.0% | +27.9% | -17.8% | -1.2% |
| 1Y | +13.6% | +31.4% | -17.8% | +0.8% |
| 3Y | +145.2% | +41.4% | +103.8% | +105.6% |
| 5Y | +50.4% | +42.8% | +7.6% | +24.3% |
| 10Y | +882.9% | +79.7% | +803.3% | +630.9% |
| All | +8,410.9% | +5,456.9% | +2,954.0% | +1,861.8% |
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