+243.0%
CB vs CL
+76.2%
+166.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.9% | -1.1% |
| 7D | -1.5% | +0.5% | -2.0% | -1.8% |
| 30D | +6.5% | +11.6% | -5.1% | +0.8% |
| 3M | +4.1% | +5.6% | -1.5% | +1.1% |
| 6M | +14.4% | +13.2% | +1.3% | +7.2% |
| YTD | +17.5% | +26.9% | -9.4% | +3.3% |
| 1Y | +27.5% | +27.3% | +0.2% | +11.8% |
| 3Y | +71.6% | +39.7% | +31.9% | +40.8% |
| 5Y | +100.6% | +41.3% | +59.3% | +61.6% |
| 10Y | +243.0% | +76.3% | +166.7% | +144.5% |
| All | +243.0% | +76.2% | +166.8% | +144.5% |
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