+83.1%
CL vs A
+308.8%
-225.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -0.8% | -0.1% | -0.6% | -0.8% |
| 30D | +9.5% | +3.3% | +6.3% | +8.8% |
| 3M | +6.8% | +18.5% | -11.8% | +3.2% |
| 6M | +14.3% | +59.3% | -45.0% | +3.7% |
| YTD | +26.3% | +31.0% | -4.7% | +18.8% |
| 1Y | +25.6% | +19.3% | +6.2% | +20.3% |
| 3Y | +38.5% | +66.8% | -28.3% | +20.1% |
| 5Y | +40.7% | +15.5% | +25.2% | +31.9% |
| 10Y | +83.1% | +312.3% | -229.3% | +21.0% |
| All | +83.1% | +308.8% | -225.8% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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