+57.3%
CL vs BG
+160.3%
-103.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -2.3% | +0.5% | -2.8% | -2.4% |
| 30D | -5.5% | +10.3% | -15.8% | -6.8% |
| 3M | +0.8% | -1.9% | +2.7% | +0.9% |
| 6M | -4.2% | +5.2% | -9.5% | -5.4% |
| YTD | +13.4% | +41.2% | -27.7% | +7.1% |
| 1Y | +7.1% | +50.5% | -43.5% | -0.1% |
| 3Y | +29.0% | +19.9% | +9.1% | +23.4% |
| 5Y | +28.3% | +86.7% | -58.4% | +11.9% |
| 10Y | +57.3% | +167.5% | -110.2% | +20.1% |
| All | +57.3% | +160.3% | -103.0% | +20.1% |
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