+57.3%
CL vs AU
+684.1%
-626.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.1% | -0.4% |
| 7D | -2.3% | +0.6% | -2.9% | -2.3% |
| 30D | -5.5% | +12.3% | -17.8% | -5.9% |
| 3M | +0.8% | +29.4% | -28.5% | -0.1% |
| 6M | -4.2% | +3.2% | -7.4% | -4.5% |
| YTD | +13.4% | +31.8% | -18.4% | +12.1% |
| 1Y | +7.1% | +83.4% | -76.3% | +4.5% |
| 3Y | +29.0% | +623.1% | -594.1% | +19.3% |
| 5Y | +28.3% | +700.5% | -672.2% | +17.4% |
| 10Y | +57.3% | +717.6% | -660.3% | +49.6% |
| All | +57.3% | +684.1% | -626.8% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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