+73.4%
CL vs BBWI
-43.7%
+117.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -2.0% |
| 7D | +1.3% | -6.2% | +7.5% | +1.6% |
| 30D | +11.4% | +19.9% | -8.6% | +10.4% |
| 3M | +4.4% | +7.1% | -2.7% | +3.9% |
| 6M | +10.8% | +13.7% | -2.9% | +9.8% |
| YTD | +25.1% | +9.6% | +15.5% | +24.0% |
| 1Y | +28.0% | -1.6% | +29.6% | +27.1% |
| 3Y | +37.6% | -25.9% | +63.5% | +36.7% |
| 5Y | +39.7% | -67.8% | +107.5% | +43.1% |
| All | +73.4% | -43.7% | +117.1% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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