+19.2%
U vs CL
+27.9%
-8.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | +0.9% |
| 7D | +32.3% | +0.5% | +31.8% | +32.7% |
| 30D | +9.7% | +11.6% | -1.9% | +19.5% |
| 3M | +19.6% | +5.6% | +14.0% | +25.2% |
| 6M | +82.6% | +13.2% | +69.5% | +103.1% |
| YTD | +16.4% | +26.9% | -10.5% | +49.3% |
| All | +19.2% | +27.9% | -8.7% | +55.8% |
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 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