-68.4%
U vs CL
+39.7%
-108.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.2% | +7.7% | +5.1% |
| 7D | +36.6% | +1.3% | +35.2% | +36.9% |
| 30D | +13.3% | +11.4% | +2.0% | +16.0% |
| 3M | +26.2% | +4.4% | +21.7% | +27.7% |
| 6M | +88.7% | +10.8% | +78.0% | +93.3% |
| YTD | +16.6% | +25.1% | -8.6% | +20.8% |
| 1Y | +29.0% | +28.0% | +1.0% | +33.7% |
| 3Y | +99.5% | +37.6% | +61.9% | +103.7% |
| All | -68.4% | +39.7% | -108.1% | -67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling