+73.4%
CL vs AR
+44.3%
+29.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.3% | -2.2% |
| 7D | +1.3% | -14.3% | +15.6% | +1.4% |
| 30D | +11.4% | +1.4% | +9.9% | +11.3% |
| 3M | +4.4% | +3.4% | +1.0% | +4.4% |
| 6M | +10.8% | -2.1% | +12.8% | +10.8% |
| YTD | +25.1% | +4.7% | +20.4% | +25.0% |
| 1Y | +28.0% | +10.6% | +17.4% | +27.7% |
| 3Y | +37.6% | +24.6% | +13.0% | +36.8% |
| 5Y | +39.7% | +71.9% | -32.2% | +37.8% |
| All | +73.4% | +44.3% | +29.1% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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