+737.9%
BE vs CL
+81.6%
+656.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -0.1% | +13.1% | +13.0% |
| 7D | +4.5% | -0.8% | +5.3% | +4.5% |
| 30D | -20.1% | +9.5% | -29.7% | -19.9% |
| 3M | -0.8% | +6.8% | -7.6% | -0.5% |
| 6M | -26.2% | +14.3% | -40.5% | -26.5% |
| YTD | +141.1% | +26.3% | +114.8% | +135.8% |
| 1Y | +64.8% | +25.6% | +39.3% | +61.1% |
| 3Y | +1,887.4% | +38.5% | +1,848.9% | +1,766.2% |
| 5Y | +518.1% | +40.7% | +477.4% | +469.8% |
| All | +737.9% | +81.6% | +656.3% | +583.3% |
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