+84.1%
CL vs AA
+48.4%
+35.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.7% | -0.1% |
| 7D | -0.8% | +1.1% | -1.9% | -0.8% |
| 30D | +9.5% | -1.3% | +10.8% | +9.5% |
| 3M | +6.8% | -23.9% | +30.7% | +7.3% |
| 6M | +14.3% | -36.8% | +51.1% | +15.2% |
| YTD | +27.0% | -22.2% | +49.2% | +27.0% |
| 1Y | +26.3% | +10.4% | +15.9% | +24.8% |
| 3Y | +39.3% | +72.0% | -32.8% | +33.6% |
| 5Y | +41.5% | -15.6% | +57.1% | +38.1% |
| 10Y | +84.1% | +47.8% | +36.3% | +54.8% |
| All | +84.1% | +48.4% | +35.7% | +54.8% |
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