+73.4%
CL vs ALL
+370.9%
-297.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.5% | +2.3% | -0.8% |
| 7D | +1.3% | -1.9% | +3.3% | +2.0% |
| 30D | +11.4% | +13.8% | -2.4% | +7.1% |
| 3M | +4.4% | -7.0% | +11.4% | +6.6% |
| 6M | +10.8% | +18.0% | -7.2% | +5.1% |
| YTD | +25.1% | +24.2% | +0.9% | +16.6% |
| 1Y | +28.0% | +31.2% | -3.2% | +17.2% |
| 3Y | +37.6% | +107.5% | -69.9% | +8.1% |
| 5Y | +39.7% | +144.8% | -105.1% | +1.4% |
| All | +73.4% | +370.9% | -297.5% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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