+76.3%
CL vs A
+328.7%
-252.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.7% | +0.9% |
| 7D | +0.5% | +4.8% | -4.2% | -0.3% |
| 30D | +11.6% | +5.6% | +5.9% | +10.4% |
| 3M | +5.6% | +23.6% | -18.0% | +1.3% |
| 6M | +13.2% | +56.4% | -43.2% | +3.2% |
| YTD | +26.9% | +33.4% | -6.5% | +19.1% |
| 1Y | +27.3% | +23.7% | +3.6% | +21.2% |
| 3Y | +39.7% | +71.0% | -31.3% | +20.8% |
| 5Y | +41.3% | +16.8% | +24.5% | +32.3% |
| 10Y | +76.3% | +323.8% | -247.5% | +20.5% |
| All | +76.3% | +328.7% | -252.5% | +20.5% |
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