+3,309.9%
V vs CL
+293.8%
+3,016.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | +2.9% | +5.9% | -3.0% | -0.2% |
| 30D | +14.0% | +13.8% | +0.3% | +6.3% |
| 3M | +14.9% | +6.4% | +8.5% | +10.9% |
| 6M | +31.7% | +15.6% | +16.1% | +21.3% |
| YTD | +21.2% | +27.9% | -6.7% | +4.4% |
| 1Y | +25.3% | +31.4% | -6.1% | +6.0% |
| 3Y | +77.5% | +41.4% | +36.1% | +40.6% |
| 5Y | +102.6% | +42.8% | +59.8% | +56.9% |
| 10Y | +464.3% | +79.7% | +384.7% | +265.5% |
| All | +3,309.9% | +293.8% | +3,016.1% | +1,027.8% |
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 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