-28.6%
U vs CL
+49.8%
-78.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -0.1% | +15.0% | +14.9% |
| 7D | +24.3% | +5.9% | +18.3% | +25.6% |
| 30D | +8.6% | +13.8% | -5.2% | +11.3% |
| 3M | +37.6% | +6.4% | +31.2% | +39.6% |
| 6M | +78.5% | +15.6% | +62.9% | +83.9% |
| YTD | +10.5% | +27.9% | -17.4% | +14.7% |
| 1Y | +15.2% | +31.4% | -16.2% | +19.7% |
| 3Y | +76.6% | +41.4% | +35.2% | +81.9% |
| 5Y | -67.9% | +42.8% | -110.7% | -66.9% |
| All | -28.6% | +49.8% | -78.4% | -23.5% |
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