+76.3%
CL vs BB
+33.0%
+43.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.5% | -4.1% | +1.4% |
| 7D | +0.5% | +15.0% | -14.4% | +0.6% |
| 30D | +11.6% | +3.5% | +8.1% | +11.6% |
| 3M | +5.6% | +2.7% | +2.9% | +5.6% |
| 6M | +13.2% | +44.7% | -31.6% | +12.8% |
| YTD | +26.9% | +143.3% | -116.4% | +26.0% |
| 1Y | +27.3% | +102.2% | -74.9% | +26.6% |
| 3Y | +39.7% | +156.1% | -116.4% | +37.8% |
| 5Y | +41.3% | -17.6% | +58.9% | +41.4% |
| 10Y | +76.3% | +29.0% | +47.3% | +59.5% |
| All | +76.3% | +33.0% | +43.2% | +59.5% |
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