+207.2%
C vs CL
+84.7%
+122.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +4.7% | -0.8% | +5.5% | +5.0% |
| 30D | +0.2% | +9.5% | -9.3% | -2.9% |
| 3M | -9.3% | +6.6% | -16.0% | -11.4% |
| 6M | -0.8% | +13.2% | -14.1% | -5.4% |
| YTD | +8.5% | +26.9% | -18.4% | -1.6% |
| 1Y | +23.1% | +27.6% | -4.5% | +11.3% |
| 3Y | +220.8% | +39.1% | +181.7% | +169.8% |
| 5Y | +112.4% | +41.3% | +71.1% | +74.6% |
| All | +207.2% | +84.7% | +122.5% | +131.6% |
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