+668.0%
BE vs CL
+85.8%
+582.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.8% | -6.7% | -4.8% |
| 7D | +10.8% | +3.2% | +7.6% | +11.0% |
| 30D | -19.8% | +8.0% | -27.8% | -19.5% |
| 3M | -18.7% | +7.9% | -26.6% | -18.4% |
| 6M | -33.7% | +14.7% | -48.5% | -33.9% |
| YTD | +121.0% | +29.2% | +91.8% | +116.1% |
| 1Y | +85.4% | +29.5% | +55.9% | +81.0% |
| 3Y | +1,709.5% | +40.7% | +1,668.9% | +1,602.1% |
| 5Y | +462.2% | +43.9% | +418.3% | +418.4% |
| All | +668.0% | +85.8% | +582.2% | +526.2% |
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 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