+84.1%
CL vs BR
+280.7%
-196.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -0.8% | +1.9% | -2.7% | -1.3% |
| 30D | +9.5% | +15.9% | -6.4% | +5.1% |
| 3M | +6.8% | +13.7% | -6.9% | +2.9% |
| 6M | +14.3% | +31.0% | -16.7% | +5.4% |
| YTD | +27.0% | -12.0% | +39.0% | +30.7% |
| 1Y | +26.3% | -11.5% | +37.8% | +29.7% |
| 3Y | +39.3% | +14.9% | +24.3% | +31.5% |
| 5Y | +41.5% | +20.1% | +21.4% | +29.9% |
| 10Y | +84.1% | +278.9% | -194.8% | +19.6% |
| All | +84.1% | +280.7% | -196.6% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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