+223.5%
C vs CL
+74.1%
+149.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.2% |
| 7D | -2.4% | +1.3% | -3.7% | -2.8% |
| 30D | -6.0% | +11.4% | -17.3% | -9.3% |
| 3M | -10.5% | +4.4% | -15.0% | -11.9% |
| 6M | -5.7% | +10.8% | -16.5% | -9.3% |
| YTD | +4.1% | +25.1% | -21.0% | -4.9% |
| 1Y | +20.5% | +28.0% | -7.5% | +9.0% |
| 3Y | +208.1% | +37.6% | +170.5% | +161.3% |
| 5Y | +110.4% | +39.7% | +70.7% | +74.6% |
| All | +223.5% | +74.1% | +149.5% | +142.5% |
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 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