+4,850.5%
CL vs D
+2,347.4%
+2,503.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.0% | -1.3% |
| 7D | -2.2% | +1.5% | -3.6% | -2.7% |
| 30D | -4.8% | -2.6% | -2.2% | -3.9% |
| 3M | +4.9% | 0.0% | +4.9% | +4.9% |
| 6M | -5.7% | +7.4% | -13.1% | -8.4% |
| YTD | +14.4% | +15.9% | -1.5% | +7.8% |
| 1Y | +8.7% | +18.1% | -9.4% | +1.6% |
| 3Y | +30.0% | +58.4% | -28.4% | +7.0% |
| 5Y | +28.4% | +5.2% | +23.2% | +22.4% |
| 10Y | +50.1% | +35.9% | +14.2% | +27.1% |
| All | +4,850.5% | +2,347.4% | +2,503.1% | +1,117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling