+200.5%
B vs CL
+76.2%
+124.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +3.9% |
| 7D | +11.3% | +0.5% | +10.8% | +11.2% |
| 30D | +2.9% | +11.6% | -8.6% | +0.5% |
| 3M | -2.9% | +5.6% | -8.5% | -4.1% |
| 6M | -1.2% | +13.2% | -14.4% | -4.2% |
| YTD | -1.3% | +26.9% | -28.2% | -7.0% |
| 1Y | +30.4% | +27.3% | +3.1% | +22.7% |
| 3Y | +195.3% | +39.7% | +155.6% | +167.7% |
| 5Y | +146.2% | +41.3% | +104.9% | +121.4% |
| 10Y | +200.5% | +76.3% | +124.2% | +161.0% |
| All | +200.5% | +76.2% | +124.3% | +161.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling