+76.3%
CL vs ALL
+367.3%
-291.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | +0.5% | -3.9% | +4.4% | +1.8% |
| 30D | +11.6% | +10.6% | +1.0% | +8.3% |
| 3M | +5.6% | -4.6% | +10.2% | +7.0% |
| 6M | +13.2% | +20.2% | -7.0% | +6.7% |
| YTD | +26.9% | +23.7% | +3.2% | +18.4% |
| 1Y | +27.3% | +27.9% | -0.5% | +17.5% |
| 3Y | +39.7% | +109.2% | -69.4% | +9.5% |
| 5Y | +41.3% | +148.0% | -106.7% | +2.1% |
| 10Y | +76.3% | +363.8% | -287.5% | +16.5% |
| All | +76.3% | +367.3% | -291.1% | +16.5% |
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