+73.4%
CL vs BEN
+62.2%
+11.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.7% | -6.9% | -2.9% |
| 7D | +1.3% | +6.6% | -5.3% | +0.3% |
| 30D | +11.4% | +3.8% | +7.5% | +10.6% |
| 3M | +4.4% | +0.2% | +4.2% | +4.2% |
| 6M | +10.8% | +10.4% | +0.3% | +8.7% |
| YTD | +25.1% | +46.2% | -21.0% | +17.3% |
| 1Y | +28.0% | +52.3% | -24.3% | +19.1% |
| 3Y | +37.6% | +65.9% | -28.3% | +24.2% |
| 5Y | +39.7% | +20.6% | +19.1% | +31.5% |
| All | +73.4% | +62.2% | +11.2% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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