-72.4%
U vs CL
+40.9%
-113.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | +24.4% | +2.6% | +21.8% | +25.0% |
| 30D | +7.4% | +11.8% | -4.4% | +10.0% |
| 3M | +16.8% | +5.9% | +10.9% | +18.6% |
| 6M | +78.8% | +13.3% | +65.4% | +84.0% |
| YTD | +14.0% | +27.1% | -13.1% | +18.6% |
| 1Y | +16.7% | +28.0% | -11.3% | +21.4% |
| 3Y | +86.4% | +39.4% | +47.0% | +91.0% |
| All | -72.4% | +40.9% | -113.3% | -72.1% |
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 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