+84.1%
CL vs CP
+251.7%
-167.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.8% | -0.7% | -0.1% | -0.6% |
| 30D | +9.5% | +9.6% | -0.1% | +7.0% |
| 3M | +6.8% | +2.2% | +4.5% | +6.1% |
| 6M | +14.3% | +11.1% | +3.2% | +11.1% |
| YTD | +27.0% | +28.2% | -1.2% | +18.8% |
| 1Y | +26.3% | +32.2% | -5.9% | +17.1% |
| 3Y | +39.3% | +35.5% | +3.7% | +26.1% |
| 5Y | +41.5% | +26.8% | +14.7% | +28.6% |
| 10Y | +84.1% | +256.9% | -172.8% | +29.8% |
| All | +84.1% | +251.7% | -167.6% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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