+73.4%
CL vs BB
+23.8%
+49.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.4% | -6.6% | -2.1% |
| 7D | +1.3% | +3.8% | -2.5% | +1.3% |
| 30D | +11.4% | -0.3% | +11.7% | +11.3% |
| 3M | +4.4% | -0.5% | +4.9% | +4.4% |
| 6M | +10.8% | +45.9% | -35.1% | +10.4% |
| YTD | +25.1% | +130.6% | -105.5% | +24.3% |
| 1Y | +28.0% | +89.2% | -61.2% | +27.3% |
| 3Y | +37.6% | +137.5% | -99.9% | +35.7% |
| 5Y | +39.7% | -20.9% | +60.6% | +39.8% |
| All | +73.4% | +23.8% | +49.6% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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