+84.1%
CL vs BG
+100.9%
-16.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | -0.8% | +3.4% | -4.1% | -1.2% |
| 30D | +9.5% | -3.8% | +13.3% | +10.1% |
| 3M | +6.8% | -9.6% | +16.3% | +8.0% |
| 6M | +14.3% | -19.5% | +33.8% | +17.2% |
| YTD | +27.0% | +14.6% | +12.4% | +23.2% |
| 1Y | +26.3% | +6.6% | +19.6% | +23.8% |
| 3Y | +39.3% | +4.7% | +34.6% | +35.3% |
| 5Y | +41.5% | +22.1% | +19.5% | +32.0% |
| 10Y | +84.1% | +109.2% | -25.1% | +45.9% |
| All | +84.1% | +100.9% | -16.8% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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