+293.4%
C vs CL
+50.5%
+243.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.2% |
| 7D | +3.6% | -2.2% | +5.8% | +4.4% |
| 30D | +0.1% | -4.8% | +4.9% | +1.6% |
| 3M | +2.4% | +4.9% | -2.5% | +0.4% |
| 6M | +24.9% | -5.7% | +30.6% | +26.7% |
| YTD | +19.8% | +14.4% | +5.4% | +12.8% |
| 1Y | +44.9% | +8.7% | +36.1% | +38.6% |
| 3Y | +263.0% | +30.0% | +233.0% | +212.0% |
| 5Y | +129.5% | +28.4% | +101.2% | +95.6% |
| All | +293.4% | +50.5% | +243.0% | +217.7% |
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