-69.4%
U vs CL
+28.4%
-97.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -1.3% |
| 7D | -3.8% | -2.2% | -1.6% | -4.2% |
| 30D | +17.5% | -4.8% | +22.3% | +16.4% |
| 3M | +38.7% | +4.9% | +33.8% | +40.2% |
| 6M | +104.4% | -5.7% | +110.1% | +101.7% |
| YTD | -5.7% | +14.4% | -20.1% | -4.2% |
| 1Y | +3.7% | +8.7% | -5.1% | +5.4% |
| 3Y | +12.3% | +30.0% | -17.7% | +12.3% |
| All | -69.4% | +28.4% | -97.8% | -69.2% |
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