+73.4%
CL vs A
+319.7%
-246.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.5% |
| 7D | +1.3% | -0.1% | +1.4% | +1.3% |
| 30D | +11.4% | +3.4% | +8.0% | +10.6% |
| 3M | +4.4% | +23.8% | -19.4% | +0.1% |
| 6M | +10.8% | +49.0% | -38.2% | +1.9% |
| YTD | +25.1% | +29.4% | -4.3% | +18.0% |
| 1Y | +28.0% | +19.4% | +8.6% | +22.6% |
| 3Y | +37.6% | +66.2% | -28.6% | +19.6% |
| 5Y | +39.7% | +15.8% | +23.9% | +30.7% |
| All | +73.4% | +319.7% | -246.4% | +19.8% |
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