+84.9%
CL vs A
+312.5%
-227.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.4% |
| 7D | +2.6% | +1.4% | +1.2% | +2.3% |
| 30D | +11.8% | +4.3% | +7.5% | +10.8% |
| 3M | +5.9% | +19.8% | -13.9% | +2.1% |
| 6M | +13.3% | +54.4% | -41.1% | +3.5% |
| YTD | +27.1% | +31.7% | -4.6% | +19.4% |
| 1Y | +28.0% | +22.4% | +5.6% | +22.0% |
| 3Y | +39.4% | +67.7% | -28.3% | +20.8% |
| 5Y | +40.8% | +15.7% | +25.0% | +31.9% |
| 10Y | +84.9% | +308.7% | -223.8% | +22.7% |
| All | +84.9% | +312.5% | -227.6% | +22.7% |
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