+49.3%
CL vs AA
+115.8%
-66.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.7% | -1.4% |
| 7D | -2.2% | -0.7% | -1.5% | -2.2% |
| 30D | -4.8% | +5.0% | -9.8% | -5.0% |
| 3M | +4.9% | -35.8% | +40.7% | +5.9% |
| 6M | -5.7% | -18.4% | +12.7% | -5.6% |
| YTD | +14.4% | -5.5% | +19.9% | +14.0% |
| 1Y | +8.7% | +61.0% | -52.2% | +6.3% |
| 3Y | +30.0% | +66.2% | -36.2% | +25.4% |
| 5Y | +28.4% | +11.4% | +17.0% | +24.0% |
| All | +49.3% | +115.8% | -66.5% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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